ETFS Bloomberg Alpha and Beta Analysis

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

USD 24.08  0.01  0.0415%

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.
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

ETFS Bloomberg Market Premiums

α (average alpha)=0.32    β (beta)=0.0729    
30 days against DJI
Risk Adjusted Performance  0.0457Jensen Alpha  (0.010843)Total Risk Alpha  (0.65)Sortino Ratio  0.0Treynor Ratio  0.1715

ETFS Bloomberg Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ETFS Bloomberg to competition
FundamentalsETFS BloombergPeer Average
Net Asset3.72 M888.73 M
Bond Positions Weight24.08 % 8.08 %
   

ETFS Bloomberg Opportunities

ETFS Bloomberg Return and Market Media

The median price of ETFS Bloomberg for the period between Sun, Sep 24, 2017 and Tue, Oct 24, 2017 is 24.15 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 24.03, and mean deviation of 0.54. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline