## Ormat Technologies Jensen Alpha |

ORA -- Israel Stock | ## ILS 21,550 290.00 1.36% |

Symbol |

Ormat Technologies |
| = | 0.0357 |

ER[a] | = | Expected return on investing in Ormat Technologies |

ER[b] | = | Expected return on market index or selected benchmark |

BETA | = | Beta coefficient between Ormat Technologies and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Jensen Alpha Comparison

Ormat Technologies is regarded

Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.**second**in jensen alpha category among related companies. It is considered to be number one stock in maximum drawdown category among related companies reporting about 39.94 of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Ormat Technologies is roughly 39.94Jensen Alpha | ... |

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## Thematic Opportunities

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## Ormat Technologies Technical Signals

### All Ormat Technologies Technical Indicators

Cycle Indicators | |

Math Operators | |

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Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.1038 | ||

Market Risk Adjusted Performance | 0.5842 | ||

Mean Deviation | 0.1063 | ||

Coefficient Of Variation | 584.83 | ||

Standard Deviation | 0.269 | ||

Variance | 0.0724 | ||

Information Ratio | 0.1189 | ||

Jensen Alpha | 0.0357 | ||

Total Risk Alpha | 0.0345 | ||

Treynor Ratio | 0.5742 | ||

Maximum Drawdown | 1.43 | ||

Potential Upside | 0.0 | ||

Skewness | 4.27 | ||

Kurtosis | 19.79 |

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