United States Alpha and Beta Analysis

United States Gasoline -- USA Etf  

USD 31.92  0.49  1.56%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

United States Market Premiums

α (average alpha)=0.29    β (beta)=0.12    
30 days against DJI
Risk Adjusted Performance  0.36Jensen Alpha  0.34Total Risk Alpha  0.12Sortino Ratio  0.0Treynor Ratio  1.62

United States expected buy-and-hold returns

   

United States 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

United States Return and Market Media

The median price of United States for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 31.92 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 31.99, and mean deviation of 1.29. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
United States Gasoline Rises 0.081 percent for Feb 2102/21/2018