iPath Seasonal Alpha and Beta Analysis

iPath Seasonal Natural Gas ETN -- USA Etf  

USD 16.63  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 iPath Seasonal Backtesting, Portfolio Optimization, iPath Seasonal Correlation, iPath Seasonal Hype Analysis, iPath Seasonal Volatility, iPath Seasonal History and analyze iPath Seasonal Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Seasonal Market Premiums

α (average alpha)=0.3    β (beta)=0.55    
30 days against DJI
Risk Adjusted Performance  (0.16)Jensen Alpha  (0.33)Total Risk Alpha  (0.61)Sortino Ratio  0.0Treynor Ratio  (0.77)

iPath Seasonal expected buy-and-hold returns

   

iPath Seasonal Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

iPath Seasonal Return and Market Media

The median price of iPath Seasonal for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 16.95 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 17.03, and mean deviation of 0.28. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline