Bank Hapoalim (Israel) Alpha and Beta Analysis Overview

POLI -- Israel Stock  

ILS 2,578  10.00  0.39%

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

Bank Hapoalim Market Premiums

α0.15β0.22
30 days against DJI
Risk Adjusted Performance  

0.012196

Jensen Alpha  

0.0204

Total Risk Alpha  

0.1647

Sortino Ratio  

0.0

Treynor Ratio  

0.09

Bank Hapoalim expected buy-and-hold returns

Bank Hapoalim Market Price Analysis

Bank Hapoalim Return and Market Media

The median price of Bank Hapoalim for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 2632.0 with a coefficient of variation of 1.59. The daily time series for the period is distributed with a sample standard deviation of 41.43, arithmetic mean of 2611.05, and mean deviation of 37.32. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Are Analysts Bullish about MetLife, Inc. after last week10/02/2018

Current Sentiment - POLI

Bank Hapoalim B Investor Sentiment

Most of Macroaxis users are at this time bullish on Bank Hapoalim B M. What is your opinion about investing in Bank Hapoalim B M? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Additionally take a look at Bank Hapoalim Backtesting, Bank Hapoalim Valuation, Bank Hapoalim Correlation, Bank Hapoalim Hype Analysis, Bank Hapoalim Volatility, Bank Hapoalim History and analyze Bank Hapoalim Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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