PSDAX 68 (Israel) Alpha and Beta Analysis Overview

    PSDAX-68 -- Israel ETF  

    ILS 9,342  2.00  0.0214%

    This module allows you to check different measures of market premium for PSDAX-68 as well as systematic risk associated with investing in PSDAX 68 over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    PSDAX 68 Market Premiums

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

    0.96

    Jensen Alpha  

    0.011076

    Total Risk Alpha  

    0.009016

    Sortino Ratio  

    0.0

    Treynor Ratio  

    18.29

    PSDAX 68 Fundamentals

    PSDAX 68 Opportunities

    PSDAX 68 Return and Market Media

    The median price of PSDAX 68 for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 9340.0 with a coefficient of variation of 93.44. The daily time series for the period is distributed with a sample standard deviation of 4760.61, arithmetic mean of 5095.09, and mean deviation of 4631.9. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - PSDAX-68

    PSDAX-68 Investor Sentiment

    Macroaxis portfolio users are evenly split in their perspective on investing in PSDAX-68. What is your perspective on investing in PSDAX-68? 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 Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
    Search macroaxis.com