iPath Pure Alpha and Beta Analysis

iPath Pure Beta Broad Commodity ETN -- USA Etf  

USD 29.61  0.0099  0.0334%

This module allows you to check different measures of market premium for iPath Pure Beta Broad Commodity ETN as well as systematic risk associated with investing in iPath Pure over a specified time horizon. Check also iPath Pure Backtesting, Portfolio Optimization, iPath Pure Correlation, iPath Pure Hype Analysis, iPath Pure Volatility, iPath Pure History and analyze iPath Pure Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Pure Market Premiums

α (average alpha)=0.24    β (beta)=0.1    
30 days against DJI
Risk Adjusted Performance  0.267Jensen Alpha  0.3097Total Risk Alpha  0.0184Sortino Ratio  0.0Treynor Ratio  (0.67)

iPath Pure expected buy-and-hold returns

   

iPath Pure 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

iPath Pure Return and Market Media

The median price of iPath Pure for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 29.36 with a coefficient of variation of 1.74. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 29.15, and mean deviation of 0.41. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Broad Commodity Pure Beta ETN Ipath Sees a Nice Gain of 0.58...01/17/2018