United States Alpha and Beta Analysis Overview

USL -- USA Etf  

USD 23.91  0.19  0.79%

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
Symbol
Run Premiums

United States Market Premiums

α0.15β0.04
30 days against DJI
Risk Adjusted Performance  

0.0533

Jensen Alpha  

0.089

Total Risk Alpha  

0.19

Sortino Ratio  

0.0097

Treynor Ratio  

0.3304

United States expected buy-and-hold returns

United States Market Price Analysis

United States Return and Market Media

The median price of United States for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 24.55 with a coefficient of variation of 2.84. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 24.39, and mean deviation of 0.59. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - USL

United States 12 Investor Sentiment
Greater number of Macroaxis users are at this time bullish on United States 12 Month Oil. What is your outlook on investing in United States 12 Month Oil? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.