PMXWD 72 (Israel) Alpha and Beta Analysis Overview

    PMXWD-72 -- Israel ETF  

    ILS 1,612  16.00  1.00%

    This module allows you to check different measures of market premium for PMXWD-72 as well as systematic risk associated with investing in PMXWD 72 over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    PMXWD 72 Market Premiums

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

    0.1314

    Jensen Alpha  

    0.0816

    Total Risk Alpha  

    0.1845

    Sortino Ratio  

    0.0

    Treynor Ratio  

    9.22

    PMXWD 72 Fundamentals

    PMXWD 72 Opportunities

    PMXWD 72 Return and Market Media

    The median price of PMXWD 72 for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 1596.0 with a coefficient of variation of 64.23. The daily time series for the period is distributed with a sample standard deviation of 749.26, arithmetic mean of 1166.55, and mean deviation of 636.3. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - PMXWD-72

    PMXWD-72 Investor Sentiment

    Macroaxis portfolio users are evenly split in their perspective on investing in PMXWD-72. What is your perspective on investing in PMXWD-72? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Additionally take a look at Your Equity Center. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
    Search macroaxis.com