ETFS Bloomberg Alpha and Beta Analysis

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 25.5  0.00  0.00%

This module allows you to check different measures of market premium for ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free as well as systematic risk associated with investing in ETFS Bloomberg over a specified time horizon. Check also Trending Equities.
 Time Horizon     30 Days    Login   to change
Run Premiums

ETFS Bloomberg Market Premiums

α (average alpha)=0.19    β (beta)=0.0031    
30 days against DJI
Risk Adjusted Performance  0.0736Jensen Alpha  0.1373Total Risk Alpha  (0.75)Sortino Ratio  0.0Treynor Ratio  0.7457

ETFS Bloomberg Fundamentals

 Better Than Average     
 Worse Than Average Compare ETFS Bloomberg to competition
FundamentalsETFS BloombergPeer Average
Net Asset3.8 M888.73 M
Bond Positions Weight54.49 % 8.08 %

ETFS Bloomberg Opportunities

ETFS Bloomberg Return and Market Media

The median price of ETFS Bloomberg for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 24.245 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 24.5, and mean deviation of 0.49. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)