DB Crude Buy or Sell Recommendation

Macroaxis provides DB Crude Oil Double Short ETN buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding DB Crude positions. The advice algorithm takes into account all of DB Crude Oil Double Short ETN available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from DB Crude buy-and-hold prospective. Additionally see DB Crude Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
DB Crude Oil Double Short ETN -- USA Etf  

USD 83.30  1.65  2.02%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding DB Crude Oil Double Short ETN is 'Cautious Hold'.
For the selected time horizon DB Crude Oil Double Short ETN has a mean deviation of 2.2, semi deviation of 2.26, standard deviation of 2.61, variance of 6.83, downside variance of 5.91 and semi variance of 5.12
Macroaxis provides buy or sell advice on DB Crude Oil Double Short ETN to complement and cross-verify current analyst consensus on DB Crude. Our buy, hold, or sell suggestion engine determines the etf potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please use DB Crude Oil Number of Employees and Net Asset to make buy, hold, or sell decision on DB Crude Oil Double Short ETN.

Returns Distribution Density

Mean Return0.23Value At Risk3.43
Potential Upside3.84Standard Deviation2.61
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Jane Street Group LlcFund Units53.2 K4.7 M

DB Crude Greeks

α
Alpha over DOW
=0.15
β
Beta against DOW=0.41
σ
Overall volatility
=2.61
Ir
Information ratio =0.14

DB Crude Volatility Alert

DB Crude Oil Double Short ETN currently demonstrates below average downside deviation of 2.43. It has Information Ratio of 0.14 and Jensen Alpha of 0.15. However, we do advice investors to further question DB Crude Oil Double Short ETN expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare DB Crude to competition
FundamentalsDB CrudePeer Average
One Year Return(15.45) % (1.25) %
Three Year Return3.30 % 2.26 %
Five Year Return14.71 % 0.20 %
Net Asset28.99 M888.73 M
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1532
Market Risk Adjusted Performance0.53
Mean Deviation2.2
Semi Deviation2.26
Downside Deviation2.43
Coefficient Of Variation1139.86
Standard Deviation2.61
Variance6.83
Information Ratio0.1443
Jensen Alpha0.1546
Total Risk Alpha0.4609
Sortino Ratio0.1551
Treynor Ratio0.54
Maximum Drawdown8.23
Value At Risk3.43
Potential Upside3.84
Downside Variance5.91
Semi Variance5.12
Expected Short fall2.65
Skewness0.0502
Kurtosis1.26