Short Duration Alpha and Beta Analysis

Short Duration TR Tactical ETF SPDR -- USA Etf  

USD 49.29  0.04  0.0811%

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

Short Duration Market Premiums

α (average alpha)=0.006927    β (beta)=0.05    
30 days against DJI
Risk Adjusted Performance  (0.1)Jensen Alpha  (0.025707)Total Risk Alpha  (0.073597)Sortino Ratio  0.0Treynor Ratio  (2.9)

Short Duration expected buy-and-hold returns


Short Duration 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

Short Duration Return and Market Media

The median price of Short Duration for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 49.35 with a coefficient of variation of 0.08. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 49.36, and mean deviation of 0.03. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)