Guggenheim Multi-Factor Alpha and Beta Analysis

Guggenheim Multi-Factor Large Cap -- USA Etf  

USD 28.38  0.29  1.03%

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

Guggenheim Multi-Factor Market Premiums

α (average alpha)=0.4    β (beta)=0.34    
30 days against DJI
Risk Adjusted Performance  0.1661Jensen Alpha  0.2221Total Risk Alpha  (0.18)Sortino Ratio  0.0Treynor Ratio  36.11

Guggenheim Multi-Factor expected buy-and-hold returns

   

Guggenheim Multi-Factor 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

Guggenheim Multi-Factor Return and Market Media

The median price of Guggenheim Multi-Factor for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 27.0799 with a coefficient of variation of 1.89. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 27.29, and mean deviation of 0.42. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline