TCRDX 42 (Israel) Alpha and Beta Analysis Overview

    TCRDX-42 -- Israel ETF  

    ILS 4,194  24.00  0.58%

    This module allows you to check different measures of market premium for TCRDX-42 as well as systematic risk associated with investing in TCRDX 42 over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    TCRDX 42 Market Premiums

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

    0.014772

    Jensen Alpha  

    0.042684

    Total Risk Alpha  

    0.0552

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0477

    TCRDX 42 Fundamentals

    TCRDX 42 Opportunities

    TCRDX 42 Return and Market Media

    The median price of TCRDX 42 for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 4170.0 with a coefficient of variation of 69.39. The daily time series for the period is distributed with a sample standard deviation of 2008.35, arithmetic mean of 2894.31, and mean deviation of 1781.11. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - TCRDX-42

    TCRDX-42 Investor Sentiment

    Macroaxis portfolio users are evenly split in their outlook on investing in TCRDX-42. What is your outlook on investing in TCRDX-42? Are you bullish or bearish?
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