Shalag Industries (Israel) Alpha and Beta Analysis Overview

SALG -- Israel Stock  

ILS 1,421  24.00  1.66%

This module allows you to check different measures of market premium for Shalag Industries Ltd as well as systematic risk associated with investing in Shalag Industries over a specified time horizon. Also please take a look at World Market Map.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Shalag Industries Market Premiums

α0.05β0.36
30 days against DJI
Risk Adjusted Performance  

0.13

Jensen Alpha  

0.17

Total Risk Alpha  

0.0452

Sortino Ratio  

0.0

Treynor Ratio  

1.45

Shalag Industries Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Shalag Industries to competition

Shalag Industries Fundamental Vs Peers

FundamentalsShalag IndustriesPeer Average
Return On Equity15.42 % (15.17) %
Return On Asset7.58 % (15.64) %
Profit Margin11.20 % (5.50) %
Operating Margin13.44 % (10.91) %
Current Valuation484.61 M152.14 B
Shares Outstanding36.76 M1.43 B
Price to Book166.88 times14.44 times

Shalag Industries Opportunities

Shalag Industries Return and Market Media

The median price of Shalag Industries for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 1421.0 with a coefficient of variation of 1.87. The daily time series for the period is distributed with a sample standard deviation of 26.65, arithmetic mean of 1426.23, and mean deviation of 20.88. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SALG

Shalag Industries Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Shalag Industries Ltd. What is your outlook on investing in Shalag Industries 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
Also please take a look at World Market Map. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Search macroaxis.com