iPath Pure Alpha and Beta Analysis Overview

BCM -- USA Etf  

USD 29.53  0.0483  0.16%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Pure Market Premiums

α0.14β0.42
30 days against DJI
Risk Adjusted Performance  

0.0708

Jensen Alpha  

0.0793

Total Risk Alpha  

0.2061

Sortino Ratio  

0.2589

Treynor Ratio  

0.3604

iPath Pure expected buy-and-hold returns

iPath Pure Market Price Analysis

iPath Pure Return and Market Media

The median price of iPath Pure for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 29.783 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 29.76, and mean deviation of 0.28. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Tesla Reports Upbeat Production Data ETFs in Focus10/04/2018

Current Sentiment - BCM

iPath Pure Beta Investor Sentiment

Greater number of Macroaxis users are currently bullish on iPath Pure Beta Broad Commodity ETN. What is your take regarding investing in iPath Pure Beta Broad Commodity ETN? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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