PowerShares SP Alpha and Beta Analysis Overview

SPHQ -- USA Etf  

USD 31.45  0.18  0.58%

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

α0.042811β0.89
30 days against DJI
Risk Adjusted Performance  

0.0231

Jensen Alpha  

0.0175

Total Risk Alpha  

0.018

Sortino Ratio  

0.03

Treynor Ratio  

0.0183

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 Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 31.23 with a coefficient of variation of 0.64. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 31.26, and mean deviation of 0.16. 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?
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Bearish
98% Bullish
2% Bearish
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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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.