VelocityShares 3x Alpha and Beta Analysis Overview

UGAZ -- USA Etf  

USD 71.76  7.39  11.48%

This module allows you to check different measures of market premium for VelocityShares 3x Long Natural Gas ETN as well as systematic risk associated with investing in VelocityShares 3x over a specified time horizon. Also please take a look at VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

VelocityShares 3x Market Premiums

α0.31β0.0073
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0645

Treynor Ratio  

0.0

VelocityShares 3x expected buy-and-hold returns

VelocityShares 3x Market Price Analysis

VelocityShares 3x Return and Market Media

The median price of VelocityShares 3x for the period between Mon, May 21, 2018 and Wed, Jun 20, 2018 is 65.75 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 2.55, arithmetic mean of 65.6, and mean deviation of 2.02. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - UGAZ

VelocityShares 3x Long Investor Sentiment
Most of Macroaxis users are at this time bullish on VelocityShares 3x Long Natural Gas ETN. What is your outlook on investing in VelocityShares 3x Long Natural Gas ETN? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.