MTBGLN 5 (Israel) Alpha and Beta Analysis Overview

    MTBGLN-5 -- Israel ETF  

    ILS 26,519  0.00  0.00%

    This module allows you to check different measures of market premium for MTBGLN-5 as well as systematic risk associated with investing in MTBGLN 5 over a specified time horizon. Please see also Stocks Correlation.
    Horizon     30 Days    Login   to change
    Run Premiums

    MTBGLN 5 Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    MTBGLN 5 Fundamentals

    MTBGLN 5 Opportunities

    MTBGLN 5 Return and Market Media

    The median price of MTBGLN 5 for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 26519.0 with a coefficient of variation of 82.09. The daily time series for the period is distributed with a sample standard deviation of 13302.76, arithmetic mean of 16206.06, and mean deviation of 12604.71. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - MTBGLN-5

    MTBGLN-5 Investor Sentiment

    Macroaxis portfolio users are evenly split in their trading attitude regarding investing in MTBGLN-5. What is your trading attitude regarding investing in MTBGLN-5? Are you bullish or bearish?
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    Please see also Stocks Correlation. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.