Shapir Engineering (Israel) Alpha and Beta Analysis Overview

SPEN -- Israel Stock  

ILS 1,243  3.00  0.24%

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

Shapir Engineering Market Premiums

α0.31β0.17
30 days against DJI
Risk Adjusted Performance  

0.0385

Jensen Alpha  

0.0703

Total Risk Alpha  

0.2291

Sortino Ratio  

0.0983

Treynor Ratio  

0.2657

Shapir Engineering expected buy-and-hold returns

Shapir Engineering Market Price Analysis

Shapir Engineering Return and Market Media

The median price of Shapir Engineering for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 1281.0 with a coefficient of variation of 2.7. The daily time series for the period is distributed with a sample standard deviation of 34.41, arithmetic mean of 1276.18, and mean deviation of 30.35. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SPEN

Shapir Engineering and Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Shapir Engineering and Industry Ltd. What is your outlook on investing in Shapir Engineering and Industry 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 Shapir Engineering Backtesting, Shapir Engineering Valuation, Shapir Engineering Correlation, Shapir Engineering Hype Analysis, Shapir Engineering Volatility, Shapir Engineering History and analyze Shapir Engineering Performance. 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