VelocityShares 3x Alpha and Beta Analysis Overview

UWT -- USA Etf  

USD 37.52  0.59  1.60%

This module allows you to check different measures of market premium for VelocityShares 3x Lng Crude Oil ETN New as well as systematic risk associated with investing in VelocityShares 3x over a specified time horizon. Also please take a look at VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

VelocityShares 3x Market Premiums

α1.26β0.94
30 days against DJI
Risk Adjusted Performance  

0.0909

Jensen Alpha  

0.7181

Total Risk Alpha  

0.36

Sortino Ratio  

0.1085

Treynor Ratio  

0.4481

VelocityShares 3x expected buy-and-hold returns

VelocityShares 3x Market Price Analysis

VelocityShares 3x Return and Market Media

The median price of VelocityShares 3x for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 37.13 with a coefficient of variation of 14.31. The daily time series for the period is distributed with a sample standard deviation of 5.27, arithmetic mean of 36.83, and mean deviation of 4.53. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - UWT

VelocityShares 3x Lng Investor Sentiment
Greater number of Macroaxis users are at this time bullish on VelocityShares 3x Lng Crude Oil ETN New. What is your outlook on investing in VelocityShares 3x Lng Crude Oil ETN New? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Also please take a look at VelocityShares 3x Backtesting, Portfolio Optimization, VelocityShares 3x Correlation, VelocityShares 3x Hype Analysis, VelocityShares 3x Volatility, VelocityShares 3x History and analyze VelocityShares 3x Performance. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.