PowerShares Multi-Factor Alpha and Beta Analysis Overview

GMFL -- USA Etf  

USD 26.61  0.82  2.99%

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

α0.11β0.67
30 days against DJI
Risk Adjusted Performance  

0.17

Jensen Alpha  

0.15

Total Risk Alpha  

0.031933

Sortino Ratio  

0.0

Treynor Ratio  

0.67

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 Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 28.25 with a coefficient of variation of 1.99. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 28.01, and mean deviation of 0.44. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Search macroaxis.com