iPath Series Alpha and Beta Analysis

iPath Series B SP GSCI Crude Oil -- USA Etf  

USD 63.05  0.3  0.48%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Series Market Premiums

α (average alpha)=0.47    β (beta)=0.51    
30 days against DJI
Risk Adjusted Performance  0.269Jensen Alpha  0.4445Total Risk Alpha  0.0987Sortino Ratio  0.0Treynor Ratio  1.62

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 Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 58.53 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 2.5, arithmetic mean of 58.97, and mean deviation of 2.11. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
What Behind SandP GSCI Crude Oil TR Ipath B ETN Technical In...12/29/2017
2
SandP GSCI Crude Oil TR Ipath B ETN Tracking the Indicators01/10/2018
3
Turning Attention Towards SandP GSCI Crude Oil TR Ipath B ET...01/16/2018