KND15 16 (Israel) Alpha and Beta Analysis Overview

    KND15-16 -- Israel ETF  

    ILS 40.60  0.00  0.00%

    This module allows you to check different measures of market premium for KND15-16 as well as systematic risk associated with investing in KND15 16 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Run Premiums

    KND15 16 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    KND15 16 Fundamentals

    KND15 16 Opportunities

    KND15 16 Return and Market Media

    The median price of KND15 16 for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 40.6 with a coefficient of variation of 92.8. The daily time series for the period is distributed with a sample standard deviation of 20.72, arithmetic mean of 22.33, and mean deviation of 20.1. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - KND15-16

    KND15-16 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KND15-16. What is your trading attitude regarding investing in KND15-16? Are you bullish or bearish?
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    Please see also Stocks Correlation. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.