Mehadrin Ltd (Israel) Alpha and Beta Analysis Overview

MEDN -- Israel Stock  

null 17,060  0.00  0.00%

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

Mehadrin Ltd Market Premiums

α0.23β0.07
30 days against DJI
Risk Adjusted Performance  

0.1228

Jensen Alpha  

0.0827

Total Risk Alpha  

0.1779

Sortino Ratio  

0.0

Treynor Ratio  

0.8186

Mehadrin Ltd Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Mehadrin Ltd to competition

Mehadrin Ltd Fundamental Vs Peers

FundamentalsMehadrin LtdPeer Average
Return On Equity5.09 % (15.17) %
Return On Asset(0.41) % (15.64) %
Profit Margin1.99 % (5.50) %
Operating Margin(0.61) % (10.91) %
Current Valuation808.94 M152.14 B
Shares Outstanding3.32 M1.43 B
Price to Book104.88 times14.44 times

Mehadrin Ltd Opportunities

Mehadrin Ltd Return and Market Media

The median price of Mehadrin Ltd for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 17100.0 with a coefficient of variation of 102.36. The daily time series for the period is distributed with a sample standard deviation of 8850.68, arithmetic mean of 8646.36, and mean deviation of 8646.36. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - MEDN

Mehadrin Ltd Investor Sentiment

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