DB Crude Alpha and Beta Analysis

DB Crude Oil Double Short ETN -- USA Etf  

USD 97.55  1.68  1.69%

This module allows you to check different measures of market premium for DB Crude Oil Double Short ETN as well as systematic risk associated with investing in DB Crude over a specified time horizon. Additionally see DB Crude Backtesting, Portfolio Optimization, DB Crude Correlation, DB Crude Hype Analysis, DB Crude Volatility, DB Crude History and analyze DB Crude Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

DB Crude Market Premiums

α (average alpha)=0.24    β (beta)=0.43    
30 days against DJI
Risk Adjusted Performance  (0.057099)Jensen Alpha  (0.59)Total Risk Alpha  (1.54)Sortino Ratio  0.0Treynor Ratio  (0.31)

DB Crude expected buy-and-hold returns

   

DB Crude 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

DB Crude Return and Market Media

The median price of DB Crude for the period between Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 97.72 with a coefficient of variation of 3.08. The daily time series for the period is distributed with a sample standard deviation of 3.03, arithmetic mean of 98.26, and mean deviation of 2.31. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline