ClaymoreDelta Global Alpha and Beta Analysis Overview

SEA -- USA Etf  

USD 9.82  0.04  0.41%

This module allows you to check different measures of market premium for ClaymoreDelta Global Shipping as well as systematic risk associated with investing in ClaymoreDelta Global over a specified time horizon. Also please take a look at ClaymoreDelta Global Backtesting, Portfolio Optimization, ClaymoreDelta Global Correlation, ClaymoreDelta Global Hype Analysis, ClaymoreDelta Global Volatility, ClaymoreDelta Global History and analyze ClaymoreDelta Global Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

ClaymoreDelta Global Market Premiums

α0.45β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

ClaymoreDelta Global expected buy-and-hold returns

ClaymoreDelta Global Market Price Analysis

ClaymoreDelta Global Return and Market Media

The median price of ClaymoreDelta Global for the period between Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 10.2 with a coefficient of variation of 3.52. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 10.29, and mean deviation of 0.31. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SEA

ClaymoreDelta Global Investor Sentiment
Greater number of Macroaxis users are at this time bullish on ClaymoreDelta Global Shipping. What is your opinion about investing in ClaymoreDelta Global Shipping? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at ClaymoreDelta Global Backtesting, Portfolio Optimization, ClaymoreDelta Global Correlation, ClaymoreDelta Global Hype Analysis, ClaymoreDelta Global Volatility, ClaymoreDelta Global History and analyze ClaymoreDelta Global Performance. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.