KSMC 123 (Israel) Alpha and Beta Analysis Overview

    KSMC-123 -- Israel ETF  

    ILS 9,560  192.00  1.97%

    This module allows you to check different measures of market premium for KSMC-123 as well as systematic risk associated with investing in KSMC 123 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KSMC 123 Market Premiums

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

    0.20

    Jensen Alpha  

    0.28

    Total Risk Alpha  

    0.09

    Sortino Ratio  

    0.0

    Treynor Ratio  

    9.01

    KSMC 123 Fundamentals

    KSMC 123 Opportunities

    KSMC 123 Return and Market Media

    The median price of KSMC 123 for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 9560.0 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 93.69, arithmetic mean of 9614.86, and mean deviation of 78.37. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KSMC-123

    KSMC-123 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KSMC-123. What is your trading attitude regarding investing in KSMC-123? Are you bullish or bearish?
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