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SP 500   1,665   1.77  Index Moved Down -0.11%
EWC EFV IDV DWX Real Estate Money Market Marketing Compulsion 
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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also PowerShares Backtesting, PowerShares Correlation, PowerShares Prediction, PowerShares Volatility, PowerShares History and anaylize PowerShares Performance

PowerShares Intl Dividend Achievers

    
alpha for PowerShares Intl Dividend Achievers (alpha)=(0.02)    beta for PowerShares Intl Dividend Achievers (beta)= 0.70     
30 days against S&P 500
Risk Adjusted Performance     0.2273Jensen Alpha     (0.01)Total Risk Alpha     (0.07)Sortino Ratio     (0.19)Treynor Ratio     0.277
    

PowerShares Probability Of Bankruptcy

    
Chance of
Bankruptcy
Less
Than
1%
In The Next
Two Years
PowerShares Intl Dividend Achievers has less than 1.0 (%) percent chance of experiencing financial distress in the next 2 years of operations.
    
   

PowerShares Market Performance

    
PowerShares
Performance
22
Out Of
100
Over 30
Days
78% of all equities and portfolios perform better than PowerShares Intl Dividend Achievers. Compared with the overall equity markets, risk-adjusted returns on investments in PowerShares Intl Dividend Achievers are ranked lower than 22 (%) of all global equities and portfolios over the last 30 days.
    

PowerShares Return and Market Media

    
The median price of PowerShares for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 17.35 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 17.31, and mean deviation of 0.18. The ETF did not receive any noticable media coverage during the period.
PowerShares         SP 500
Price Growth (%)
 
    
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