Shagrir Group (Israel) Alpha and Beta Analysis Overview

SHGR -- Israel Stock  

ILS 1,762  11.00  0.63%

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

Shagrir Group Market Premiums

α0.34β0.37
30 days against DJI
Risk Adjusted Performance  

0.2678

Jensen Alpha  

0.298

Total Risk Alpha  

0.4272

Sortino Ratio  

0.0

Treynor Ratio  

1.05

Shagrir Group Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Shagrir Group to competition

Shagrir Group Fundamental Vs Peers

FundamentalsShagrir GroupPeer Average
Return On Equity17.74 % (15.17) %
Return On Asset7.07 % (15.64) %
Profit Margin6.17 % (5.50) %
Operating Margin9.04 % (10.91) %
Current Valuation106.55 M152.14 B
Shares Outstanding8.25 M1.43 B
Price to Earning981.57 times40.69 times

Shagrir Group Opportunities

Shagrir Group Return and Market Media

The median price of Shagrir Group for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 1637.0 with a coefficient of variation of 77.41. The daily time series for the period is distributed with a sample standard deviation of 806.83, arithmetic mean of 1042.32, and mean deviation of 758.05. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SHGR

Shagrir Group Vehicle Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Shagrir Group Vehicle Services Ltd. What is your outlook on investing in Shagrir Group Vehicle Services Ltd? Are you bullish or bearish?
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