MNGLN 42 (Israel) Alpha and Beta Analysis Overview

    MNGLN-42 -- Israel ETF  

    ILS 275.18  0.00  0.00%

    This module allows you to check different measures of market premium for MNGLN-42 as well as systematic risk associated with investing in MNGLN 42 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Run Premiums

    MNGLN 42 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    MNGLN 42 Fundamentals

    MNGLN 42 Opportunities

    MNGLN 42 Return and Market Media

    The median price of MNGLN 42 for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 275.18 with a coefficient of variation of 72.46. The daily time series for the period is distributed with a sample standard deviation of 132.92, arithmetic mean of 183.45, and mean deviation of 122.3. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - MNGLN-42

    MNGLN-42 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in MNGLN-42. What is your trading attitude regarding investing in MNGLN-42? Are you bullish or bearish?
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    Please see also Stocks Correlation. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.