My Size (Israel) Alpha and Beta Analysis Overview

MYSZ -- Israel Stock  

ILS 360.00  2.00  0.55%

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

My Size Market Premiums

α0.97β0.14
30 days against DJI
Risk Adjusted Performance  

0.1164

Jensen Alpha  

0.8322

Total Risk Alpha  

1.33

Sortino Ratio  

0.1839

Treynor Ratio  

198.21

My Size expected buy-and-hold returns

My Size Market Price Analysis

My Size Return and Market Media

The median price of My Size for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 381.3 with a coefficient of variation of 11.51. The daily time series for the period is distributed with a sample standard deviation of 44.05, arithmetic mean of 382.8, and mean deviation of 36.05. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Form 8-K Hyatt Hotels Corp For Oct 0510/09/2018

Current Sentiment - MYSZ

My Size Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in My Size. What is your trading attitude regarding investing in My Size? Are you bullish or bearish?
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Please see also My Size Backtesting, My Size Valuation, My Size Correlation, My Size Hype Analysis, My Size Volatility, My Size History and analyze My Size Performance. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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