United States Alpha and Beta Analysis

United States 12 Month Oil -- USA Etf  

USD 22.38  0.31  1.40%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

United States Market Premiums

α (average alpha)=0.18    β (beta)=0.21    
30 days against DJI
Risk Adjusted Performance  0.1767Jensen Alpha  0.1938Total Risk Alpha  0.2252Sortino Ratio  0.1641Treynor Ratio  0.62

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 Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 21.45 with a coefficient of variation of 1.46. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 21.51, and mean deviation of 0.26. The Etf received some media coverage during the period.
 Price Growth (%)  
Virtu Financial LLC Has 2.30 Million Holdings in United Stat...03/14/2018