PowerShares Multi-Factor Alpha and Beta Analysis Overview

GMFL -- USA Etf  

USD 27.98  0.97  3.59%

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 Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

PowerShares Multi-Factor Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0526

Jensen Alpha  

0.0364

Total Risk Alpha  

0.27

Sortino Ratio  

0.022894

Treynor Ratio  

0.2235

PowerShares Multi-Factor Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare PowerShares Multi-Factor to competition

PowerShares Multi-Factor Fundamental Vs Peers

FundamentalsPowerShares Multi-FactorPeer Average
Net Asset1.4 M888.73 M
Equity Positions Weight99.94 % 49.22 %

PowerShares Multi-Factor Opportunities

PowerShares Multi-Factor Return and Market Media

The median price of PowerShares Multi-Factor for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 27.25 with a coefficient of variation of 1.25. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 27.25, and mean deviation of 0.25. 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
Please also check Risk vs Return Analysis. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">