KSMBL 11 (Israel) Alpha and Beta Analysis Overview

    KSMBL-11 -- Israel ETF  

    ILS 3,352  11.32  0.34%

    This module allows you to check different measures of market premium for KSMBL-11 as well as systematic risk associated with investing in KSMBL 11 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KSMBL 11 Market Premiums

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

    0.0908

    Jensen Alpha  

    0.0041

    Total Risk Alpha  

    0.0168

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.76

    KSMBL 11 Fundamentals

    KSMBL 11 Opportunities

    KSMBL 11 Return and Market Media

    The median price of KSMBL 11 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 0.0 with a coefficient of variation of 217.12. The daily time series for the period is distributed with a sample standard deviation of 1325.68, arithmetic mean of 610.56, and mean deviation of 999.1. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KSMBL-11

    KSMBL-11 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KSMBL-11. What is your trading attitude regarding investing in KSMBL-11? Are you bullish or bearish?
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