ClaymoreDelta Global Alpha and Beta Analysis

ClaymoreDelta Global Shipping -- USA Etf  

USD 12.02  0.0336  0.28%

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

α (average alpha)=0.36    β (beta)=0.56    
30 days against DJI
Risk Adjusted Performance  0.1224Jensen Alpha  0.3884Total Risk Alpha  (0.36)Sortino Ratio  (0.036873)Treynor Ratio  (0.47)

ClaymoreDelta Global expected buy-and-hold returns

   

ClaymoreDelta Global 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

ClaymoreDelta Global Return and Market Media

The median price of ClaymoreDelta Global for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 11.86 with a coefficient of variation of 2.02. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 11.79, and mean deviation of 0.22. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
The Guggenheim Shipping ETF Announces Quarterly Dividend of ...01/11/2018