NICE Ltd (Israel) Alpha and Beta Analysis Overview

NICE -- Israel Stock  

ILS 38,640  180.00  0.46%

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

NICE Ltd Market Premiums

α0.33β0.08
30 days against DJI
Risk Adjusted Performance  

0.22

Jensen Alpha  

0.36

Total Risk Alpha  

0.09

Sortino Ratio  

0.0

Treynor Ratio  

4.56

NICE Ltd expected buy-and-hold returns

NICE Ltd Market Price Analysis

NICE Ltd Return and Market Media

The median price of NICE Ltd for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 41110.0 with a coefficient of variation of 3.54. The daily time series for the period is distributed with a sample standard deviation of 1439.01, arithmetic mean of 40674.55, and mean deviation of 1151.98. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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2
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3
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4
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5
4952 Shares in Church Dwight Co., Inc. Acquired by Tower Res...10/17/2018

Current Sentiment - NICE

NICE Ltd Investor Sentiment

Most of Macroaxis users are now bullish on NICE Ltd. What is your trading attitude regarding investing in NICE Ltd? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see also NICE Ltd Backtesting, NICE Ltd Valuation, NICE Ltd Correlation, NICE Ltd Hype Analysis, NICE Ltd Volatility, NICE Ltd History and analyze NICE Ltd Performance. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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