KDJI 118 (Israel) Alpha and Beta Analysis Overview

    KDJI-118 -- Israel ETF  

    ILS 9,364  42.00  0.45%

    This module allows you to check different measures of market premium for KDJI-118 as well as systematic risk associated with investing in KDJI 118 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KDJI 118 Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.021268

    Jensen Alpha  

    0.004092

    Total Risk Alpha  

    0.043

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.30

    KDJI 118 Fundamentals

    KDJI 118 Opportunities

    KDJI 118 Return and Market Media

    The median price of KDJI 118 for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 9364.0 with a coefficient of variation of 73.86. The daily time series for the period is distributed with a sample standard deviation of 4620.89, arithmetic mean of 6256.67, and mean deviation of 4171.11. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KDJI-118

    KDJI-118 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KDJI-118. What is your trading attitude regarding investing in KDJI-118? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please see also Stocks Correlation. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
    Search macroaxis.com