DB Crude Alpha and Beta Analysis Overview

DTO -- USA Etf  

USD 59.27  3.55  6.37%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

DB Crude Market Premiums

α0.71β0.69
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

DB Crude expected buy-and-hold returns

DB Crude Market Price Analysis

DB Crude Return and Market Media

The median price of DB Crude for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 57.99 with a coefficient of variation of 11.05. The daily time series for the period is distributed with a sample standard deviation of 6.62, arithmetic mean of 59.9, and mean deviation of 5.79. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - DTO

DB Crude Oil Investor Sentiment
Greater number of Macroaxis users are currently bullish on DB Crude Oil Double Short ETN. What is your opinion about investing in DB Crude Oil Double Short ETN? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..