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
    Run Premiums

    KSMS SP2 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    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 (%)  

    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?
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