United States Alpha and Beta Analysis

United States Oil -- USA Etf  

USD 11.43  0.03  0.26%

This module allows you to check different measures of market premium for United States 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
Run Premiums

United States Market Premiums

α (average alpha)=0.18    β (beta)=0.49    
30 days against DJI
Risk Adjusted Performance  0.0615Jensen Alpha  0.2966Total Risk Alpha  (0.58)Sortino Ratio  (0.069934)Treynor Ratio  (0.25)

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 Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 11.47 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 11.44, and mean deviation of 0.13. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)