iPath Series Alpha and Beta Analysis

iPath Series B SP GSCI Crude Oil -- USA Etf  

USD 51.56  0.39  0.76%

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

iPath Series Market Premiums

α (average alpha)=0.1    β (beta)=0.44    
30 days against DJI
Risk Adjusted Performance  0.0769Jensen Alpha  0.5311Total Risk Alpha  (0.62)Sortino Ratio  0.1456Treynor Ratio  (0.37)

iPath Series expected buy-and-hold returns


iPath Series 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 Series Return and Market Media

The median price of iPath Series for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 50.48 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 50.51, and mean deviation of 0.72. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)