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
Run Premiums

PowerShares Multi-Factor Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 (%)  

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?
98% Bullish
2% Bearish

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Please also check Risk vs Return Analysis. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.