PowerShares Multi-Factor Alpha and Beta Analysis

GMFL -- USA Etf  

USD 25.47  0.001  0.00%

This module allows you to check different measures of market premium for PowerShares Multi-Factor Large Cap Portfolio as well as systematic risk associated with investing in PowerShares Multi-Factor over a specified time horizon. Please also check PowerShares Multi-Factor Backtesting, Portfolio Optimization, PowerShares Multi-Factor Correlation, PowerShares Multi-Factor Hype Analysis, PowerShares Multi-Factor Volatility, PowerShares Multi-Factor History and analyze PowerShares Multi-Factor Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

PowerShares Multi-Factor Market Premiums

α0.04   β0.18
30 days against DJI

PowerShares Multi-Factor expected buy-and-hold returns

PowerShares Multi-Factor Market Price Analysis

PowerShares Multi-Factor Return and Market Media

The median price of PowerShares Multi-Factor for the period between Thu, Nov 22, 2018 and Mon, Jan 21, 2019 is 25.1702 with a coefficient of variation of 3.75. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 24.92, and mean deviation of 0.8. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Schwab Puts Clients First As Asset Growth Outpaces ETF Indus...12/17/2018

Current Sentiment - GMFL

PowerShares Multi-Factor Investor Sentiment

Most of Macroaxis users are currently bullish on PowerShares Multi-Factor Large Cap Portfolio. What is your perspective on investing in PowerShares Multi-Factor Large Cap Portfolio? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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