iPath US Alpha and Beta Analysis

iPath US Treasury Steepener ETN -- USA Etf  

USD 31.29  1.11  3.43%

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

iPath US Market Premiums

α (average alpha)=0.27    β (beta)=0.47    
30 days against DJI
Risk Adjusted Performance  0.030668Jensen Alpha  0.039415Total Risk Alpha  0.0453Sortino Ratio  0.0Treynor Ratio  0.20

iPath US expected buy-and-hold returns


iPath US 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

iPath US Return and Market Media

The median price of iPath US for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 32.5 with a coefficient of variation of 1.8. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 32.27, and mean deviation of 0.52. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)