ETFS Bloomberg Alpha and Beta Analysis

ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 26.27  0.05  0.19%

This module allows you to check different measures of market premium for ETFS Bloomberg All Commodity Longer Dated Strategy K-1 Free 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
 Time Horizon     30 Days    Login   to change
Run Premiums

ETFS Bloomberg Market Premiums

α (average alpha)=0.28    β (beta)=0.2    
30 days against DJI
Risk Adjusted Performance  0.2244Jensen Alpha  0.2178Total Risk Alpha  (0.006762)Sortino Ratio  0.0Treynor Ratio  1.29

ETFS Bloomberg expected buy-and-hold returns


ETFS Bloomberg Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

ETFS Bloomberg Return and Market Media

The median price of ETFS Bloomberg for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 25.9716 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 25.72, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)