Crude Oil Alpha and Beta Analysis

Crude Oil Strategy Proshares -- USA Etf  

USD 19.97  0.15  0.76%

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

Crude Oil Market Premiums

α (average alpha)=0.15    β (beta)=0.07    
30 days against DJI
Risk Adjusted Performance  0.03Jensen Alpha  0.1057Total Risk Alpha  (0.65)Sortino Ratio  (0.007199)Treynor Ratio  1.15

Crude Oil expected buy-and-hold returns


Crude Oil 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

Crude Oil Return and Market Media

The median price of Crude Oil for the period between Sat, Sep 16, 2017 and Mon, Oct 16, 2017 is 19.57 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 19.6, and mean deviation of 0.24. The Etf received some media coverage during the period.
Price Growth (%)  
ProShares K-1 Free Crude Oil Strategy Rises 0.74 percent for...10/09/2017