PowerShares SP Alpha and Beta Analysis Overview

SPHQ -- USA Etf  

USD 30.40  0.20  0.65%

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

α0.13β0.0008
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.1727

Treynor Ratio  

0.0

PowerShares SP expected buy-and-hold returns

PowerShares SP Market Price Analysis

PowerShares SP Return and Market Media

The median price of PowerShares SP for the period between Sun, Apr 22, 2018 and Tue, May 22, 2018 is 29.79 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 29.9, and mean deviation of 0.34. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - SPHQ

PowerShares SP 500 Investor Sentiment
Most of Macroaxis users are at this time bullish on PowerShares SP 500 Quality ETF. What is your perspective on investing in PowerShares SP 500 Quality ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.