KSMS SP2 (Israel) Alpha and Beta Analysis Overview

    KSMS-SP2 -- Israel ETF  

    ILS 2,224  128.00  5.44%

    This module allows you to check different measures of market premium for KSMS-SP2 as well as systematic risk associated with investing in KSMS SP2 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KSMS SP2 Market Premiums

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

    0.1466

    Jensen Alpha  

    0.312

    Total Risk Alpha  

    0.6021

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.9949

    KSMS SP2 Fundamentals

    KSMS SP2 Opportunities

    KSMS SP2 Return and Market Media

    The median price of KSMS SP2 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 0.0 with a coefficient of variation of 167.23. The daily time series for the period is distributed with a sample standard deviation of 1043.53, arithmetic mean of 624.0, and mean deviation of 907.64. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KSMS-SP2

    KSMS-SP2 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KSMS-SP2. What is your trading attitude regarding investing in KSMS-SP2? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Please see also Stocks Correlation. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
    Search macroaxis.com