United States Alpha and Beta Analysis Overview

USOU -- USA Etf  

USD 64.02  0.54  0.85%

This module allows you to check different measures of market premium for United States 3x 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

α1.03β1.55
30 days against DJI
Risk Adjusted Performance  

0.105

Jensen Alpha  

0.7464

Total Risk Alpha  

0.57

Sortino Ratio  

0.099

Treynor Ratio  

0.5363

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 Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 67.589 with a coefficient of variation of 12.13. The daily time series for the period is distributed with a sample standard deviation of 8.24, arithmetic mean of 67.91, and mean deviation of 6.98. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - USOU

United States 3x Investor Sentiment
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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 Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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