KSMKR 15 (Israel) Alpha and Beta Analysis Overview

    KSMKR-15 -- Israel ETF  

    ILS 7,580  10.00  0.13%

    This module allows you to check different measures of market premium for KSMKR-15 as well as systematic risk associated with investing in KSMKR 15 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KSMKR 15 Market Premiums

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

    0.11

    Jensen Alpha  

    0.010637

    Total Risk Alpha  

    0.004

    Sortino Ratio  

    0.0

    Treynor Ratio  

    2.55

    KSMKR 15 Fundamentals

    KSMKR 15 Opportunities

    KSMKR 15 Return and Market Media

    The median price of KSMKR 15 for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 7570.0 with a coefficient of variation of 87.62. The daily time series for the period is distributed with a sample standard deviation of 3842.25, arithmetic mean of 4385.26, and mean deviation of 3692.85. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KSMKR-15

    KSMKR-15 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KSMKR-15. What is your trading attitude regarding investing in KSMKR-15? Are you bullish or bearish?
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