iPath Seasonal Alpha and Beta Analysis

iPath Seasonal Natural Gas ETN -- USA iPath Seasonal Natural Gas ETN  

USD 16.70  0.00  0.00%

This module allows you to check different measures of market premium for iPath Seasonal Natural Gas ETN as well as systematic risk associated with investing in iPath Seasonal over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Seasonal Market Premiums

α0.046722β0.03
30 days against DJI
Risk Adjusted Performance  

0.055587

Jensen Alpha  

0.038192

Total Risk Alpha  

3.0E-4

Sortino Ratio  

0.0

Treynor Ratio  

3.25

iPath Seasonal Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare iPath Seasonal to competition

iPath Seasonal Fundamental Vs Peers

FundamentalsiPath SeasonalPeer Average
One Year Return(7.90) %
Three Year Return(7.63) %
Five Year Return(10.78) %
Net Asset564.26 K

iPath Seasonal Opportunities

iPath Seasonal Return and Market Media

The median price of iPath Seasonal for the period between Fri, Feb 23, 2018 and Tue, Apr 24, 2018 is 16.736 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 16.76, and mean deviation of 0.2. The iPath Seasonal Natural Gas ETN received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Is Now the Time to Buy Seasonal Natural Gas ETN Ipath01/29/2018

Current Sentiment - DCNG

iPath Seasonal Natural Investor Sentiment
Most of Macroaxis users are currently bullish on iPath Seasonal Natural Gas ETN. What is your take regarding investing in iPath Seasonal Natural Gas ETN? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.