PowerShares SP Buy or Sell Recommendation

Macroaxis provides PowerShares SP 500 Quality ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding PowerShares SP positions. The advice algorithm takes into account all of PowerShares SP 500 Quality ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from PowerShares SP buy-and-hold prospective. Also please take a look at PowerShares SP Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
PowerShares SP 500 Quality ETF -- USA Etf  

USD 31.8  0.18  0.56%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding PowerShares SP 500 Quality ETF is 'Strong Hold'.
For the selected time horizon PowerShares SP 500 Quality ETF has a risk adjusted performance of 0.2217, jensen alpha of 0.0161, total risk alpha of (0.007737), sortino ratio of (0.075012) and treynor ratio of 0.2393
Macroaxis advice module can be used to complement PowerShares SP recommendation provided by average analyst sentiment. It analyzes the entity potential to grow using fundamental, technical, data market data available at the time. Please employ PowerShares SP Price to Earning, One Year Return as well as the relationship between One Year Return and Equity Positions Weight to make buy, hold, or sell decision on PowerShares SP 500.

Returns Distribution Density

Mean Return0.21Value At Risk0.31
Potential Upside0.84Standard Deviation0.42
 Return Density 

Institutional Investors

Security TypeSharesValue
Legacy Private Trust CoFund Units852 K25.9 M

PowerShares SP Greeks

Alpha over DOW
Beta against DOW=0.83
Overall volatility
Information ratio =0.05

PowerShares SP Volatility Alert

PowerShares SP 500 Quality ETF exhibits very low volatility with skewness of 0.2 and kurtosis of -0.85. However, we advise investors to further study PowerShares SP 500 Quality ETF technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare PowerShares SP to competition
FundamentalsPowerShares SPPeer Average
Price to Earning18.5 times8.24 times
Price to Book5.6 times0.97 times
Price to Sales1.97 times0.72 times
One Year Return19.1 % (1.25) %
Three Year Return11.44 % 2.26 %
Five Year Return16.27 % 0.2 %
Ten Year Return6.54 % 0.29 %
Net Asset1.36 B888.73 M
Equity Positions Weight99.57 % 49.22 %
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.2217
Market Risk Adjusted Performance0.2493
Mean Deviation0.3421
Downside Deviation0.2793
Coefficient Of Variation198.9
Standard Deviation0.4157
Information Ratio(0.050409)
Jensen Alpha0.0161
Total Risk Alpha(0.007737)
Sortino Ratio(0.075012)
Treynor Ratio0.2393
Maximum Drawdown1.39
Value At Risk(0.31)
Potential Upside0.8409
Downside Variance0.078
Semi Variance(0.17)
Expected Short fall(0.48)