iPath Pure Alpha and Beta Analysis

iPath Pure Beta Broad Commodity ETN -- USA Etf  

USD 30.55  0.13  0.43%

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

α0.067683β0.10
30 days against DJI
Risk Adjusted Performance  

0.131

Jensen Alpha  

0.0513

Total Risk Alpha  

0.0646

Sortino Ratio  

0.1319

Treynor Ratio  

5.67

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 Sun, Feb 25, 2018 and Thu, Apr 26, 2018 is 29.645 with a coefficient of variation of 1.61. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 29.77, and mean deviation of 0.39. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.