ETFS Bloomberg Alpha and Beta Analysis Overview

BCI -- USA Etf  

USD 23.15  0.0027  0.0117%

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

α0.25β0.22
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.29

Total Risk Alpha  

0.45

Sortino Ratio  

0.0

Treynor Ratio  

1.34

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 Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 24.091 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 24.0, and mean deviation of 0.32. 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.