MBNK 18 (Israel) Alpha and Beta Analysis Overview

    MBNK-18 -- Israel ETF  

    ILS 13,680  260.00  1.87%

    This module allows you to check different measures of market premium for MBNK-18 as well as systematic risk associated with investing in MBNK 18 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    MBNK 18 Market Premiums

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

    0.0067

    Jensen Alpha  

    0.014535

    Total Risk Alpha  

    0.1042

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0321

    MBNK 18 Fundamentals

    MBNK 18 Opportunities

    MBNK 18 Return and Market Media

    The median price of MBNK 18 for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 13680.0 with a coefficient of variation of 85.17. The daily time series for the period is distributed with a sample standard deviation of 6955.47, arithmetic mean of 8166.36, and mean deviation of 6681.57. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - MBNK-18

    MBNK-18 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in MBNK-18. What is your trading attitude regarding investing in MBNK-18? Are you bullish or bearish?
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    Please see also Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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