iPath Series Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
iPath Series B SP GSCI Crude Oil -- USA Etf  

USD 51.56  0.39  0.76%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding iPath Series B SP GSCI Crude Oil is 'Strong Sell'.
For the selected time horizon iPath Series B SP GSCI Crude Oil has a mean deviation of 0.926, semi deviation of 0.2883, standard deviation of 1.43, variance of 2.06, downside variance of 1.37 and semi variance of 0.0831
Macroaxis buy or sell advice tool can be used to complement iPath Series B SP GSCI Crude Oil recommendation provided by experts. It analyzes the etf potential to grow against your specific risk preferences and investment horizon. Please check out iPath Series B Total Asset to decide if your iPath Series B buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.36Value At Risk-1.0479
Potential Upside2.7503Standard Deviation1.4343
 Return Density 
      Distribution 

iPath Series Greeks

α
Alpha over DOW
= 0.53 
βBeta against DOW=(0.97) 
σ
Overall volatility
= 1.06 
 IrInformation ratio = 0.12 

iPath Series Volatility Alert

iPath Series B SP GSCI Crude Oil has relatively low volatility with skewness of 1.78 and kurtosis of 5.44. However, we advise all investors to independently investigate iPath Series B SP GSCI Crude Oil 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 Series to competition
FundamentalsiPath SeriesPeer Average
Net Asset52.73 M888.73 M
SellBuy
Strong Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0769
Market Risk Adjusted Performance(0.36)
Mean Deviation0.926
Semi Deviation0.2883
Downside Deviation1.17
Coefficient Of Variation394.08
Standard Deviation1.43
Variance2.06
Information Ratio0.1189
Jensen Alpha0.5311
Total Risk Alpha(0.62)
Sortino Ratio0.1456
Treynor Ratio(0.37)
Maximum Drawdown7.35
Value At Risk(1.05)
Potential Upside2.75
Downside Variance1.37
Semi Variance0.0831
Expected Short fall(1.63)
Skewness1.78
Kurtosis5.44