KRTY 112 (Israel) Alpha and Beta Analysis Overview

    KRTY-112 -- Israel ETF  

    ILS 1,166  12.00  1.04%

    This module allows you to check different measures of market premium for KRTY-112 as well as systematic risk associated with investing in KRTY 112 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KRTY 112 Market Premiums

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

    0.00106

    Jensen Alpha  

    0.015097

    Total Risk Alpha  

    0.0355

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0624

    KRTY 112 Fundamentals

    KRTY 112 Opportunities

    KRTY 112 Return and Market Media

    The median price of KRTY 112 for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 1154.0 with a coefficient of variation of 76.13. The daily time series for the period is distributed with a sample standard deviation of 571.16, arithmetic mean of 750.24, and mean deviation of 529.58. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KRTY-112

    KRTY-112 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KRTY-112. What is your trading attitude regarding investing in KRTY-112? Are you bullish or bearish?
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