United States Alpha and Beta Analysis Overview

UGA -- USA Etf  

USD 34.73  0.28  0.81%

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

United States Market Premiums

α0.22β0.47
30 days against DJI
Risk Adjusted Performance  

0.0852

Jensen Alpha  

0.2476

Total Risk Alpha  

0.06

Sortino Ratio  

0.1423

Treynor Ratio  

2.8

United States expected buy-and-hold returns

United States Market Price Analysis

United States Return and Market Media

The median price of United States for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 34.08 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 34.03, and mean deviation of 0.41. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - UGA

United States Gasoline Investor Sentiment

Greater number of Macroaxis users are at this time bullish on United States Gasoline. What is your outlook on investing in United States Gasoline? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at United States Backtesting, Portfolio Optimization, United States Correlation, United States Hype Analysis, United States Volatility, United States History and analyze United States Performance. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
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