Phoenix Holdings (Israel) Alpha and Beta Analysis Overview

PHOE -- Israel Stock  

ILS 2,173  43.00  2.02%

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

Phoenix Holdings Market Premiums

α0.09β0.06
30 days against DJI
Risk Adjusted Performance  

0.1788

Jensen Alpha  

0.2055

Total Risk Alpha  

0.4114

Sortino Ratio  

0.0

Treynor Ratio  

4.1

Phoenix Holdings expected buy-and-hold returns

Phoenix Holdings Market Price Analysis

Phoenix Holdings Return and Market Media

The median price of Phoenix Holdings for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 2158.0 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 60.83, arithmetic mean of 2154.55, and mean deviation of 51.91. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
TX voted to remove Hillary Clinton and Helen Keller from cur...09/17/2018

Current Sentiment - PHOE

The Phoenix Holdings Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in The Phoenix Holdings Ltd. What is your perspective on investing in The Phoenix Holdings Ltd? Are you bullish or bearish?
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Additionally take a look at Phoenix Holdings Backtesting, Phoenix Holdings Valuation, Phoenix Holdings Correlation, Phoenix Holdings Hype Analysis, Phoenix Holdings Volatility, Phoenix Holdings History and analyze Phoenix Holdings Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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