Yaacobi Brothers (Israel) Alpha and Beta Analysis Overview

YAAC -- Israel Stock  

null 106.90  1.20  1.11%

This module allows you to check different measures of market premium for Yaacobi Brothers Group Ltd as well as systematic risk associated with investing in Yaacobi Brothers over a specified time horizon. See also Your Current Watchlist.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Yaacobi Brothers Market Premiums

α0.02β0.39
30 days against DJI
Risk Adjusted Performance  

0.30

Jensen Alpha  

0.51

Total Risk Alpha  

0.36

Sortino Ratio  

0.0

Treynor Ratio  

4.79

Yaacobi Brothers Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Yaacobi Brothers to competition

Yaacobi Brothers Fundamental Vs Peers

FundamentalsYaacobi BrothersPeer Average
Return On Equity8.22 % (15.17) %
Profit Margin1.91 % (5.50) %
Operating Margin3.78 % (10.91) %
Current Valuation254.92 M152.14 B
Shares Outstanding133.19 M1.43 B
Price to Book103.77 times14.44 times
Revenue677.59 M9.85 B

Yaacobi Brothers Opportunities

Yaacobi Brothers Return and Market Media

The median price of Yaacobi Brothers for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 111.5 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 3.73, arithmetic mean of 111.91, and mean deviation of 2.95. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - YAAC

Yaacobi Brothers Group Investor Sentiment

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