ETFS Bloomberg Alpha and Beta Analysis

ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr -- USA Etf  

USD 26.85  0.16  0.58%

This module allows you to check different measures of market premium for ETFS Bloomberg Engy Lngr Dtd Strt K 1Fr 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

α0.40β0.24
30 days against DJI
Risk Adjusted Performance  

0.2433

Jensen Alpha  

0.2357

Total Risk Alpha  

0.3111

Sortino Ratio  

0.1538

Treynor Ratio  

47.21

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 Tue, Feb 20, 2018 and Sat, Apr 21, 2018 is 25.61 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 25.62, and mean deviation of 0.66. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BEF

ETFS Bloomberg Engy 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 Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.