TCNSD 37 (Israel) Alpha and Beta Analysis Overview

    TCNSD-37 -- Israel ETF  

    ILS 4,571  52.00  1.15%

    This module allows you to check different measures of market premium for TCNSD-37 as well as systematic risk associated with investing in TCNSD 37 over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    TCNSD 37 Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.112

    Jensen Alpha  

    0.0618

    Total Risk Alpha  

    0.2196

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.71

    TCNSD 37 Fundamentals

    TCNSD 37 Opportunities

    TCNSD 37 Return and Market Media

    The median price of TCNSD 37 for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 4519.0 with a coefficient of variation of 57.01. The daily time series for the period is distributed with a sample standard deviation of 1995.53, arithmetic mean of 3500.15, and mean deviation of 1615.46. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - TCNSD-37

    TCNSD-37 Investor Sentiment

    Macroaxis portfolio users are evenly split in their outlook on investing in TCNSD-37. What is your outlook on investing in TCNSD-37? Are you bullish or bearish?
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