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 6.12  0.11  1.77%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding iPath SP GSCI Crude Oil TR ETN is 'Sell'.
For the selected time horizon iPath SP GSCI Crude Oil TR ETN has a mean deviation of 1.43, semi deviation of 1.69, standard deviation of 1.84, variance of 3.39, downside variance of 3.94 and semi variance of 2.86
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 Return0.089796Value At Risk3.12
Potential Upside2.47Standard Deviation1.84
 Return Density 
      Distribution 

iPath SP Greeks

α
Alpha over DOW
=0.093717
βBeta against DOW=0.08
σ
Overall volatility
=1.93
 IrInformation ratio =0.05

iPath SP Volatility Alert

iPath SP GSCI Crude Oil TR ETN has relatively low volatility with skewness of -0.35 and kurtosis of -0.24. 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 Return5.33 % (1.25) %
Three Year Return(27.69) % 2.26 %
Five Year Return(22.03) % 0.2 %
Ten Year Return(19.18) % 0.29 %
Net Asset818.37 M888.73 M
SellBuy
Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0315
Market Risk Adjusted Performance(0.95)
Mean Deviation1.43
Semi Deviation1.69
Downside Deviation1.99
Coefficient Of Variation2049.34
Standard Deviation1.84
Variance3.39
Information Ratio(0.047346)
Jensen Alpha0.0937
Total Risk Alpha(0.54)
Sortino Ratio(0.04389)
Treynor Ratio(0.96)
Maximum Drawdown7.13
Value At Risk(3.12)
Potential Upside2.47
Downside Variance3.94
Semi Variance2.86
Expected Short fall(1.84)
Skewness(0.35)
Kurtosis(0.24)