iPath SP Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iPath SP GSCI Crude Oil TR ETN -- USA Etf  

USD 5.35  0.07  1.29%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iPath SP GSCI Crude Oil TR ETN is 'Strong Sell'.
For the selected time horizon iPath SP GSCI Crude Oil TR ETN has a mean deviation of 1.34, semi deviation of 1.63, standard deviation of 1.86, variance of 3.46, downside variance of 3.03 and semi variance of 2.67
We provide recommendation to complement the prevalent expert consensus on iPath SP GSCI. Our dynamic recommendation engine utilizes multi - dimensional algorithm to analyze the organization potential to grow using all technical and fundamental data available at the time. Please utilize iPath SP GSCI Crude Oil TR ETN Total Asset and Net Asset to make buy, hold, or sell decision on iPath SP GSCI.

Returns Distribution Density

Mean Return0.08Value At Risk-2.6022
Potential Upside3.7182Standard Deviation1.8605
 Return Density 
      Distribution 

iPath SP Greeks

α
Alpha over DOW
= 0.35 
βBeta against DOW=(2.29) 
σ
Overall volatility
= 1.82 
 IrInformation ratio =(0.031) 

iPath SP Volatility Alert

iPath SP GSCI Crude Oil TR ETN has relatively low volatility with skewness of 0.35 and kurtosis of 0.68. However, we advise all investors to independently investigate iPath SP GSCI Crude Oil TR ETN to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare iPath SP to competition
FundamentalsiPath SPPeer Average
One Year Return(7.72) % (1.25) %
Three Year Return(37.88) % 2.26 %
Five Year Return(24.77) % 0.2 %
Ten Year Return(19.37) % 0.29 %
Net Asset730.61 M888.73 M
SellBuy
Strong Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0182
Market Risk Adjusted Performance(0.019)
Mean Deviation1.34
Semi Deviation1.63
Downside Deviation1.74
Coefficient Of Variation2437.33
Standard Deviation1.86
Variance3.46
Information Ratio(0.03096)
Jensen Alpha0.3498
Total Risk Alpha(0.94)
Sortino Ratio(0.033095)
Treynor Ratio(0.029)
Maximum Drawdown7.95
Value At Risk(2.6)
Potential Upside3.72
Downside Variance3.03
Semi Variance2.67
Expected Short fall(1.55)
Skewness0.3529
Kurtosis0.6821