iPath SP Alpha and Beta Analysis

iPath SP GSCI Crude Oil TR ETN -- USA Etf  

USD 6.80  0.03  0.44%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath SP Market Premiums

α (average alpha)=0.07    β (beta)=0.61    
30 days against DJI
Risk Adjusted Performance  0.14Jensen Alpha  0.089966Total Risk Alpha  0.010271Sortino Ratio  0.0Treynor Ratio  0.29

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 Sun, Jan 21, 2018 and Tue, Feb 20, 2018 is 7.08 with a coefficient of variation of 4.81. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 7.0, and mean deviation of 0.28. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
iPath SandP GSCI Crude Oil TR ETN Rises 0.7112 percent for F...02/14/2018