ETFS Bloomberg Alpha and Beta Analysis

ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr -- USA Etf  

USD 26.75  0.16  0.59%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

ETFS Bloomberg Market Premiums

α0.038425β0.0078
30 days against DJI
Risk Adjusted Performance  

0.2081

Jensen Alpha  

0.0797

Total Risk Alpha  

0.1052

Sortino Ratio  

0.2406

Treynor Ratio  

2.60

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 Fri, Feb 23, 2018 and Tue, Apr 24, 2018 is 26.23 with a coefficient of variation of 1.17. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 26.3, and mean deviation of 0.24. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Form NSAR-B ETFS Trust For Dec 3102/27/2018

Current Sentiment - BCD

ETFS Bloomberg All Investor Sentiment
Macroaxis portfolio users are unresponsive in their opinion about investing in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr. What is your opinion about investing in ETFS Bloomberg All CmdtyLngrDtdStrtK 1Fr? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.