iPath SP Alpha and Beta Analysis Overview

OIL -- USA iPath Goldman Sachs Crude Oil Total Return Index ETN  

USD 7.62  1,859  99.59%

This module allows you to check different measures of market premium for iPath SP GSCI Crude Oil TR ETN as well as systematic risk associated with investing in iPath SP over a specified time horizon. Additionally take a look at iPath SP Backtesting, Portfolio Optimization, iPath SP Correlation, iPath SP Hype Analysis, iPath SP Volatility, iPath SP History and analyze iPath SP Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath SP Market Premiums

α287.86β95.00
30 days against DJI
Risk Adjusted Performance  

0.2244

Jensen Alpha  

220376.5

Total Risk Alpha  

49657.41

Sortino Ratio  

2108.04

Treynor Ratio  

2319.92

iPath SP Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare iPath SP to competition

iPath SP Fundamental Vs Peers

FundamentalsiPath SPPeer Average
One Year Return31.00 %
Three Year Return(10.07) %
Five Year Return(20.33) %
Ten Year Return(19.04) %
Net Asset585.82 M

iPath SP Market Price Analysis

iPath SP Return and Market Media

The median price of iPath SP for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 7.61 with a coefficient of variation of 122.3. The daily time series for the period is distributed with a sample standard deviation of 921.53, arithmetic mean of 753.48, and mean deviation of 884.87. The iPath Goldman Sachs Crude Oil Total Return Index ETN did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - OIL

iPath SP GSCI Investor Sentiment

Greater number of Macroaxis users are now bullish on iPath SP GSCI Crude Oil TR ETN. What is your take regarding investing in iPath SP GSCI Crude Oil TR ETN? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally take a look at iPath SP Backtesting, Portfolio Optimization, iPath SP Correlation, iPath SP Hype Analysis, iPath SP Volatility, iPath SP History and analyze iPath SP Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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