TCSP 112 (Israel) Alpha and Beta Analysis Overview

    TCSP-112 -- Israel ETF  

    ILS 134.20  1.30  0.98%

    This module allows you to check different measures of market premium for TCSP-112 as well as systematic risk associated with investing in TCSP 112 over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    TCSP 112 Market Premiums

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

    0.004438

    Jensen Alpha  

    0.0158

    Total Risk Alpha  

    0.0965

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.06

    TCSP 112 Fundamentals

    TCSP 112 Opportunities

    TCSP 112 Return and Market Media

    The median price of TCSP 112 for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 132.9 with a coefficient of variation of 80.39. The daily time series for the period is distributed with a sample standard deviation of 66.43, arithmetic mean of 82.64, and mean deviation of 62.97. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - TCSP-112

    TCSP-112 Investor Sentiment

    Macroaxis portfolio users are evenly split in their outlook on investing in TCSP-112. What is your outlook on investing in TCSP-112? Are you bullish or bearish?
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