PEPRA 15 (Israel) Alpha and Beta Analysis Overview

    PEPRA-15 -- Israel ETF  

    ILS 7,999  172.00  2.20%

    This module allows you to check different measures of market premium for PEPRA-15 as well as systematic risk associated with investing in PEPRA 15 over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    PEPRA 15 Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.0092

    Jensen Alpha  

    0.006336

    Total Risk Alpha  

    0.1265

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0185

    PEPRA 15 Fundamentals

    PEPRA 15 Opportunities

    PEPRA 15 Return and Market Media

    The median price of PEPRA 15 for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 7827.0 with a coefficient of variation of 88.75. The daily time series for the period is distributed with a sample standard deviation of 4013.18, arithmetic mean of 4521.71, and mean deviation of 3875.76. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - PEPRA-15

    PEPRA-15 Investor Sentiment

    Macroaxis portfolio users are evenly split in their perspective on investing in PEPRA-15. What is your perspective on investing in PEPRA-15? Are you bullish or bearish?
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