iPath B Alpha and Beta Analysis Overview

OILB -- USA Etf  

USD 68.65  2.31  3.25%

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
Symbol
Run Premiums

iPath B Market Premiums

α0.25β0.39
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

iPath B expected buy-and-hold returns

iPath B Market Price Analysis

iPath B Return and Market Media

The median price of iPath B for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 70.61 with a coefficient of variation of 4.94. The daily time series for the period is distributed with a sample standard deviation of 3.46, arithmetic mean of 70.01, and mean deviation of 2.99. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - OILB

iPath B SP Investor Sentiment
Macroaxis portfolio users are evenly split in their perspective on investing in iPath B SP GSCI Crude Oil TR ETN. What is your take regarding investing in iPath B SP GSCI Crude Oil TR ETN? Are you bullish or bearish?
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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. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.