Union Bank (Israel) Alpha and Beta Analysis Overview

UNON -- Israel Stock  

ILS 1,651  15.00  0.90%

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

Union Bank Market Premiums

α0.03β0.17
30 days against DJI
Risk Adjusted Performance  

0.1323

Jensen Alpha  

0.0901

Total Risk Alpha  

0.2022

Sortino Ratio  

0.1917

Treynor Ratio  

0.51

Union Bank expected buy-and-hold returns

Union Bank Market Price Analysis

Union Bank Return and Market Media

The median price of Union Bank for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 1667.0 with a coefficient of variation of 2.33. The daily time series for the period is distributed with a sample standard deviation of 38.41, arithmetic mean of 1649.82, and mean deviation of 33.34. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - UNON

Union Bank of Investor Sentiment

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Also please take a look at Union Bank Backtesting, Union Bank Valuation, Union Bank Correlation, Union Bank Hype Analysis, Union Bank Volatility, Union Bank History and analyze Union Bank Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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