PowerShares SP Alpha and Beta Analysis

PowerShares SP 500 Quality ETF -- USA Etf  

USD 31.8  0.18  0.56%

This module allows you to check different measures of market premium for PowerShares SP 500 Quality ETF as well as systematic risk associated with investing in PowerShares SP over a specified time horizon. Also please take a look at PowerShares SP Backtesting, Portfolio Optimization, PowerShares SP Correlation, PowerShares SP Hype Analysis, PowerShares SP Volatility, PowerShares SP History and analyze PowerShares SP Performance
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

PowerShares SP Market Premiums

α (average alpha)=0.36    β (beta)=0.3    
30 days against DJI
Risk Adjusted Performance  0.2217Jensen Alpha  0.0161Total Risk Alpha  (0.007737)Sortino Ratio  (0.075012)Treynor Ratio  0.2393

PowerShares SP expected buy-and-hold returns

   

PowerShares SP 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

PowerShares SP Return and Market Media

The median price of PowerShares SP for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 30.92 with a coefficient of variation of 1.8. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 31.02, and mean deviation of 0.5. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Notable ETF Outflow Detected - SPHQ, BA, RTN, ITW12/26/2017