PSCHN 56 (Israel) Alpha and Beta Analysis Overview

    PSCHN-56 -- Israel ETF  

    ILS 8,425  50.00  0.60%

    This module allows you to check different measures of market premium for PSCHN-56 as well as systematic risk associated with investing in PSCHN 56 over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    PSCHN 56 Market Premiums

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

    0.0692

    Jensen Alpha  

    0.0312

    Total Risk Alpha  

    0.064

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.3255

    PSCHN 56 Fundamentals

    PSCHN 56 Opportunities

    PSCHN 56 Return and Market Media

    The median price of PSCHN 56 for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 8375.0 with a coefficient of variation of 72.76. The daily time series for the period is distributed with a sample standard deviation of 4074.65, arithmetic mean of 5600.0, and mean deviation of 3733.33. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - PSCHN-56

    PSCHN-56 Investor Sentiment

    Macroaxis portfolio users are evenly split in their perspective on investing in PSCHN-56. What is your perspective on investing in PSCHN-56? Are you bullish or bearish?
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