KTT15 34 (Israel) Alpha and Beta Analysis Overview

    KTT15-34 -- Israel ETF  

    ILS 2,278  5.00  0.22%

    This module allows you to check different measures of market premium for KTT15-34 as well as systematic risk associated with investing in KTT15 34 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    KTT15 34 Market Premiums

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

    0.1456

    Jensen Alpha  

    0.0165

    Total Risk Alpha  

    0.0399

    Sortino Ratio  

    0.0

    Treynor Ratio  

    2.79

    KTT15 34 Fundamentals

    KTT15 34 Opportunities

    KTT15 34 Return and Market Media

    The median price of KTT15 34 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 2278.0 with a coefficient of variation of 0.1. The daily time series for the period is distributed with a sample standard deviation of 2.31, arithmetic mean of 2276.75, and mean deviation of 1.88. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - KTT15-34

    KTT15-34 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in KTT15-34. What is your trading attitude regarding investing in KTT15-34? Are you bullish or bearish?
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