ClaymoreDelta Global Alpha and Beta Analysis

ClaymoreDelta Global Shipping -- USA Etf  

USD 11.00  0.082  0.74%

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

α0.05β0.08
30 days against DJI
Risk Adjusted Performance  

0.046782

Jensen Alpha  

0.034583

Total Risk Alpha  

0.00708

Sortino Ratio  

0.0

Treynor Ratio  

0.44

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 Sat, Feb 24, 2018 and Wed, Apr 25, 2018 is 10.8053 with a coefficient of variation of 2.12. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 10.8, and mean deviation of 0.18. The Etf received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Choppy Seas For The Guggenheim Shipping ETF03/05/2018

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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.