VelocityShares Alpha and Beta Analysis Overview

UGAZ -- USA Etf  

USD 68.90  2.07  3.10%

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 over a specified time horizon. Also please take a look at VelocityShares Backtesting, Portfolio Optimization, VelocityShares Correlation, VelocityShares Hype Analysis, VelocityShares Volatility, VelocityShares History and analyze VelocityShares Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

VelocityShares Market Premiums

α0.22β0.89
30 days against DJI
Risk Adjusted Performance  

0.0712

Jensen Alpha  

0.1749

Total Risk Alpha  

0.95

Sortino Ratio  

0.0961

Treynor Ratio  

0.2422

VelocityShares expected buy-and-hold returns

VelocityShares Market Price Analysis

VelocityShares Return and Market Media

The median price of VelocityShares for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 60.6 with a coefficient of variation of 6.73. The daily time series for the period is distributed with a sample standard deviation of 4.08, arithmetic mean of 60.68, and mean deviation of 3.47. 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 Backtesting, Portfolio Optimization, VelocityShares Correlation, VelocityShares Hype Analysis, VelocityShares Volatility, VelocityShares History and analyze VelocityShares Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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