Medigus Ltd (Israel) Alpha and Beta Analysis Overview

MDGS -- Israel Stock  

ILS 56.90  0.70  1.22%

This module allows you to check different measures of market premium for Medigus Ltd as well as systematic risk associated with investing in Medigus Ltd over a specified time horizon. Please see also Medigus Ltd Backtesting, Medigus Ltd Valuation, Medigus Ltd Correlation, Medigus Ltd Hype Analysis, Medigus Ltd Volatility, Medigus Ltd History and analyze Medigus Ltd Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Medigus Ltd Market Premiums

α0.24β0.55
30 days against DJI
Risk Adjusted Performance  

0.0643

Jensen Alpha  

0.3511

Total Risk Alpha  

0.9822

Sortino Ratio  

0.1153

Treynor Ratio  

0.3497

Medigus Ltd expected buy-and-hold returns

Medigus Ltd Market Price Analysis

Medigus Ltd Return and Market Media

The median price of Medigus Ltd for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 56.9 with a coefficient of variation of 6.51. The daily time series for the period is distributed with a sample standard deviation of 3.82, arithmetic mean of 58.75, and mean deviation of 3.14. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - MDGS

Medigus Ltd Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Medigus Ltd. What is your trading attitude regarding investing in Medigus Ltd? 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 Medigus Ltd Backtesting, Medigus Ltd Valuation, Medigus Ltd Correlation, Medigus Ltd Hype Analysis, Medigus Ltd Volatility, Medigus Ltd History and analyze Medigus Ltd Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
Search macroaxis.com