GMFL Alpha and Beta Analysis

GMFL -- USA Etf  

USD 27.43  0.00  0.00%

This module allows you to check different measures of market premium for GMFL as well as systematic risk associated with investing in GMFL over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GMFL Market Premiums

α0.028538β0.13
30 days against DJI
Risk Adjusted Performance  

0.0604

Jensen Alpha  

0.0298

Total Risk Alpha  

0.1281

Sortino Ratio  

0.0546

Treynor Ratio  

0.30

GMFL Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GMFL to competition

GMFL Fundamental Vs Peers

FundamentalsGMFLPeer Average
Equity Positions Weight99.99 % 49.22 %

GMFL Opportunities

GMFL Return and Market Media

The median price of GMFL for the period between Wed, Feb 21, 2018 and Sun, Apr 22, 2018 is 27.29 with a coefficient of variation of 2.54. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 27.49, and mean deviation of 0.58. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
CVS Health Corporation Ex-Dividend Date Scheduled for Januar...01/22/2018

Current Sentiment - GMFL

GMFL Investor Sentiment
Most of Macroaxis users are currently bullish on GMFL. What is your judgment towards investing in GMFL? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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