iPath B Alpha and Beta Analysis

iPath B SP GSCI Crude Oil TR ETN -- USA Etf  

USD 63.86  0.005  0.0078%

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

iPath B Market Premiums

α (average alpha)=0.11    β (beta)=0.19    
30 days against DJI
Risk Adjusted Performance  0.1279Jensen Alpha  0.1678Total Risk Alpha  0.3432Sortino Ratio  0.15Treynor Ratio  0.31

iPath B expected buy-and-hold returns


iPath B 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 B Return and Market Media

The median price of iPath B for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 61.7895 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 61.8, and mean deviation of 1.05. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)