Crude Oil Alpha and Beta Analysis

Crude Oil Strategy Proshares -- USA Etf  

USD 21.67  0.26  1.19%

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)=0.022266    β (beta)=0.13    
30 days against DJI
Risk Adjusted Performance  0.0203Jensen Alpha  0.039Total Risk Alpha  (0.52)Sortino Ratio  (0.13)Treynor Ratio  (0.48)

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 Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 21.9 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 21.79, and mean deviation of 0.26. The Etf received some media coverage during the period.
Price Growth (%)  
Dec 12 is a negative day so far for ProShares K-1 Free Crude...12/12/2017