Menora Mivtachim (Israel) Alpha and Beta Analysis Overview

MMHD -- Israel Stock  

ILS 4,283  30.00  0.70%

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

Menora Mivtachim Market Premiums

α0.19β0.17
30 days against DJI
Risk Adjusted Performance  

0.0639

Jensen Alpha  

0.0487

Total Risk Alpha  

0.2919

Sortino Ratio  

0.1559

Treynor Ratio  

0.58

Menora Mivtachim expected buy-and-hold returns

Menora Mivtachim Market Price Analysis

Menora Mivtachim Return and Market Media

The median price of Menora Mivtachim for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 4298.0 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 73.94, arithmetic mean of 4294.73, and mean deviation of 61.27. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
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2
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3
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4
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5
Paloma Partners Management Co Purchased 254000 in VBI Vaccin...10/17/2018

Current Sentiment - MMHD

Menora Mivtachim Hol Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Menora Mivtachim Holdings Ltd. What is your trading attitude regarding investing in Menora Mivtachim Holdings Ltd? Are you bullish or bearish?
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Please see also Menora Mivtachim Backtesting, Menora Mivtachim Valuation, Menora Mivtachim Correlation, Menora Mivtachim Hype Analysis, Menora Mivtachim Volatility, Menora Mivtachim History and analyze Menora Mivtachim Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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