United States Alpha and Beta Analysis

United States 12 Month Oil -- USA Etf  

USD 19.89  0.02  0.1%

This module allows you to check different measures of market premium for United States 12 Month Oil 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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

United States Market Premiums

α (average alpha)=0.16    β (beta)=0.41    
30 days against DJI
Risk Adjusted Performance  0.0489Jensen Alpha  0.2631Total Risk Alpha  (0.51)Sortino Ratio  (0.13)Treynor Ratio  (0.14)

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 Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 19.89 with a coefficient of variation of 1.15. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 19.89, and mean deviation of 0.18. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
UNITED STATES BRENT OIL FUND, LP Files An 8-K Amendments to ...12/15/2017