ETFS Bloomberg Alpha and Beta Analysis

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

USD 24.72  0.07  0.28%

This module allows you to check different measures of market premium for ETFS Bloomberg All Commodity 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
Symbol
Run Premiums

ETFS Bloomberg Market Premiums

α (average alpha)=0.15    β (beta)=0.0013    
30 days against DJI
Risk Adjusted Performance  0.2443Jensen Alpha  0.2452Total Risk Alpha  0.0134Sortino Ratio  (0.005652)Treynor Ratio  (1.76)

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 Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 24.52 with a coefficient of variation of 1.74. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 24.3, and mean deviation of 0.35. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Leavell Investment Management Inc. Purchases New Stake in ET...01/19/2018