ETFS Bloomberg Buy or Sell Recommendation

Macroaxis provides ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ETFS Bloomberg positions. The advice algorithm takes into account all of ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ETFS Bloomberg buy-and-hold prospective. Check also ETFS Bloomberg Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 26.27  0.05  0.19%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free is 'Strong Buy'.
For the selected time horizon ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free has a risk adjusted performance of 0.2244, jensen alpha of 0.2178, total risk alpha of (0.006762), sortino ratio of 0.0 and treynor ratio of 1.29
Macroaxis buy, hold, or sell recommendation module can be used to complement current analysts and expert consensus on ETFS Bloomberg. Our buy, hold, or sell suggestion engine makes use of analyzes the entity potential to grow using all fundamental data market data available today. Please confirm ETFS Bloomberg All Net Asset to decide if your ETFS Bloomberg All buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.27Value At Risk0.39
Potential Upside1.24Standard Deviation0.54
 Return Density 
      Distribution 

ETFS Bloomberg Greeks

α
Alpha over DOW
=0.22
β
Beta against DOW=0.2
σ
Overall volatility
=0.49
Ir
Information ratio =0.0786

ETFS Bloomberg Volatility Alert

ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free exhibits very low volatility with skewness of 0.59 and kurtosis of -0.08. However, we advise investors to further study ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare ETFS Bloomberg to competition
FundamentalsETFS BloombergPeer Average
Net Asset3.91 M888.73 M
Bond Positions Weight66.27 % 8.08 %
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.2244
Market Risk Adjusted Performance1.3
Mean Deviation0.4252
Coefficient Of Variation198.69
Standard Deviation0.5414
Variance0.2931
Information Ratio0.0786
Jensen Alpha0.2178
Total Risk Alpha(0.006762)
Treynor Ratio1.29
Maximum Drawdown2.07
Value At Risk(0.39)
Potential Upside1.24
Skewness0.5862
Kurtosis(0.076328)