ETFS Bloomberg Alpha and Beta Analysis

ETFS Bloomberg All Commodity Strt K 1 Fr -- USA Etf  

USD 25.02  0.03  0.12%

This module allows you to check different measures of market premium for ETFS Bloomberg All Commodity Strt K 1 Fr 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

α0.053303β0.0241
30 days against DJI
Risk Adjusted Performance  

0.11

Jensen Alpha  

0.0402

Total Risk Alpha  

0.0705

Sortino Ratio  

0.2491

Treynor Ratio  

0.7918

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 Wed, Feb 21, 2018 and Sun, Apr 22, 2018 is 24.4799 with a coefficient of variation of 1.12. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 24.5, and mean deviation of 0.22. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BCI

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 Money Managers module to screen money managers from public funds and etfs managed around the world.