Shaniv Paper (Israel) Alpha and Beta Analysis Overview

SHAN -- Israel Stock  

ILS 301.00  0.20  0.07%

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

Shaniv Paper Market Premiums

α0.04165β0.16
30 days against DJI
Risk Adjusted Performance  

0.13

Jensen Alpha  

0.39

Total Risk Alpha  

0.23

Sortino Ratio  

0.0

Treynor Ratio  

1.04

Shaniv Paper Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Shaniv Paper to competition

Shaniv Paper Fundamental Vs Peers

FundamentalsShaniv PaperPeer Average
Return On Equity5.98 % (15.17) %
Return On Asset2.99 % (15.64) %
Profit Margin3.78 % (5.50) %
Operating Margin6.72 % (10.91) %
Current Valuation276.33 M152.14 B
Shares Outstanding60.75 M1.43 B
Price to Book104.34 times14.44 times

Shaniv Paper Opportunities

Shaniv Paper Return and Market Media

The median price of Shaniv Paper for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 301.2 with a coefficient of variation of 4.16. The daily time series for the period is distributed with a sample standard deviation of 12.74, arithmetic mean of 306.05, and mean deviation of 8.27. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SHAN

Shaniv Paper Industry Investor Sentiment

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