iPath SP Alpha and Beta Analysis

iPath SP GSCI Crude Oil TR ETN -- USA Etf  

USD 6.03  0.09  1.47%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

iPath SP Market Premiums

α (average alpha)=0.0287    β (beta)=0.26    
30 days against DJI
Risk Adjusted Performance  2.0E-4Jensen Alpha  0.0161Total Risk Alpha  (0.84)Sortino Ratio  0.0Treynor Ratio  0.1458

iPath SP expected buy-and-hold returns


iPath SP Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

iPath SP Return and Market Media

The median price of iPath SP for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 6.13 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 6.1, and mean deviation of 0.11. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)