ETFS Bloomberg Alpha and Beta Analysis Overview

BCD -- USA Etf  

USD 26.07  0.12  0.46%

This module allows you to check different measures of market premium for ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr as well as systematic risk associated with investing in ETFS Bloomberg over a specified time horizon. Check also ETFS Bloomberg Backtesting, Portfolio Optimization, ETFS Bloomberg Correlation, ETFS Bloomberg Hype Analysis, ETFS Bloomberg Volatility, ETFS Bloomberg History and analyze ETFS Bloomberg Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ETFS Bloomberg Market Premiums

α0.26β0.30
30 days against DJI
Risk Adjusted Performance  

0.2794

Jensen Alpha  

0.1806

Total Risk Alpha  

0.2956

Sortino Ratio  

0.0

Treynor Ratio  

2.87

ETFS Bloomberg expected buy-and-hold returns

ETFS Bloomberg Market Price Analysis

ETFS Bloomberg Return and Market Media

The median price of ETFS Bloomberg for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 25.95 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 25.7, and mean deviation of 0.45. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BCD

ETFS Bloomberg All Investor Sentiment

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Check also ETFS Bloomberg Backtesting, Portfolio Optimization, ETFS Bloomberg Correlation, ETFS Bloomberg Hype Analysis, ETFS Bloomberg Volatility, ETFS Bloomberg History and analyze ETFS Bloomberg Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
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