TB60PSAGOT BAS (Israel) Alpha and Beta Analysis Overview

    PSM6-13 -- Israel ETF  

    ILS 3,062  5.26  0.17%

    This module allows you to check different measures of market premium for TB60PSAGOT BAS S13 as well as systematic risk associated with investing in TB60PSAGOT BAS over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    TB60PSAGOT BAS Market Premiums

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

    0.09

    Jensen Alpha  

    0.019707

    Total Risk Alpha  

    0.0073

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.176

    TB60PSAGOT BAS Fundamentals

    TB60PSAGOT BAS Opportunities

    TB60PSAGOT BAS Return and Market Media

    The median price of TB60PSAGOT BAS for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 3056.34 with a coefficient of variation of 79.28. The daily time series for the period is distributed with a sample standard deviation of 1543.14, arithmetic mean of 1946.38, and mean deviation of 1415.55. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - PSM6-13

    TB60PSAGOT BAS S13 Investor Sentiment

    Most of Macroaxis users are at this time bullish on TB60PSAGOT BAS S13. What is your outlook on investing in TB60PSAGOT BAS S13? Are you bullish or bearish?
    Bullish
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    98% Bullish
    2% Bearish
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