Israel Petrochemical (Israel) Alpha and Beta Analysis Overview

PTCH -- Israel Stock  

ILS 406.30  14.70  3.49%

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

Israel Petrochemical Market Premiums

α0.19β1.82
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Israel Petrochemical expected buy-and-hold returns

Israel Petrochemical Market Price Analysis

Israel Petrochemical Return and Market Media

The median price of Israel Petrochemical for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 434.0 with a coefficient of variation of 4.96. The daily time series for the period is distributed with a sample standard deviation of 21.61, arithmetic mean of 436.0, and mean deviation of 18.3. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - PTCH

Israel Petrochemical Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Israel Petrochemical Enterprises Ltd. What is your judgment towards investing in Israel Petrochemical Enterprises Ltd? 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 Israel Petrochemical Backtesting, Israel Petrochemical Valuation, Israel Petrochemical Correlation, Israel Petrochemical Hype Analysis, Israel Petrochemical Volatility, Israel Petrochemical History and analyze Israel Petrochemical Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com