KSM 2FT (Israel) Alpha and Beta Analysis Overview

    KSM-2FT -- Israel ETF  

    ILS 3,189  35.00  1.11%

    This module allows you to check different measures of market premium for KSM-2FT as well as systematic risk associated with investing in KSM 2FT over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KSM 2FT Market Premiums

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

    0.004472

    Jensen Alpha  

    0.020085

    Total Risk Alpha  

    0.0773

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.1056

    KSM 2FT Fundamentals

    KSM 2FT Opportunities

    KSM 2FT Return and Market Media

    The median price of KSM 2FT for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 0.0 with a coefficient of variation of 123.02. The daily time series for the period is distributed with a sample standard deviation of 1595.08, arithmetic mean of 1296.64, and mean deviation of 1532.39. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KSM-2FT

    KSM-2FT Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KSM-2FT. What is your trading attitude regarding investing in KSM-2FT? Are you bullish or bearish?
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