Scope Metals (Israel) Alpha and Beta Analysis Overview

SCOP -- Israel Stock  

ILS 10,700  50.00  0.47%

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

Scope Metals Market Premiums

α0.4β0.01
30 days against DJI
Risk Adjusted Performance  

0.2115

Jensen Alpha  

0.4746

Total Risk Alpha  

0.6076

Sortino Ratio  

0.4055

Treynor Ratio  

2.32

Scope Metals Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Scope Metals to competition

Scope Metals Fundamental Vs Peers

FundamentalsScope MetalsPeer Average
Return On Equity26.03 % (15.17) %
Return On Asset6.95 % (15.64) %
Profit Margin9.18 % (5.50) %
Operating Margin13.25 % (10.91) %
Current Valuation1.73 B152.14 B
Shares Outstanding10.89 M1.43 B
Price to Book281.08 times14.44 times

Scope Metals Opportunities

Scope Metals Return and Market Media

The median price of Scope Metals for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 10320.0 with a coefficient of variation of 4.17. The daily time series for the period is distributed with a sample standard deviation of 433.19, arithmetic mean of 10376.91, and mean deviation of 337.36. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SCOP

Scope Metals Group Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Scope Metals Group Ltd. What is your outlook on investing in Scope Metals Group 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 Money Managers module to screen money managers from public funds and etfs managed around the world.
Search macroaxis.com