VelocityShares 3x Alpha and Beta Analysis Overview

DGAZ -- USA Etf  

USD 27.50  0.88  3.31%

This module allows you to check different measures of market premium for VelocityShares 3x Inv Natural Gas ETN as well as systematic risk associated with investing in VelocityShares 3x over a specified time horizon. Additionally see VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

VelocityShares 3x Market Premiums

α0.91β1.67
30 days against DJI
Risk Adjusted Performance  

0.187

Jensen Alpha  

1.01

Total Risk Alpha  

0.2912

Sortino Ratio  

0.2397

Treynor Ratio  

2.30

VelocityShares 3x expected buy-and-hold returns

VelocityShares 3x Market Price Analysis

VelocityShares 3x Return and Market Media

The median price of VelocityShares 3x for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 24.79 with a coefficient of variation of 8.37. The daily time series for the period is distributed with a sample standard deviation of 2.03, arithmetic mean of 24.3, and mean deviation of 1.77. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
ETF Deathwatch For June 201807/13/2018

Current Sentiment - DGAZ

VelocityShares 3x Inv Investor Sentiment
Most of Macroaxis users are currently bullish on VelocityShares 3x Inv Natural Gas ETN. What is your outlook on investing in VelocityShares 3x Inv Natural Gas ETN? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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Additionally see VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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