ETFS Bloomberg Backtesting

ETFS Bloomberg All Commodity Strt K 1 Fr -- USA Etf  

USD 24.44  0.13  0.53%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ETFS Bloomberg All Commodity Strt K 1 Fr and determine expected loss or profit from investing in ETFS Bloomberg over given investment horizon. Check also ETFS Bloomberg Hype Analysis, ETFS Bloomberg Correlation, Portfolio Optimization, ETFS Bloomberg Volatility as well as analyze ETFS Bloomberg Alpha and Beta and ETFS Bloomberg Performance
 Time Horizon     30 Days    Login   to change

ETFS Bloomberg 'What if' Analysis

February 22, 2018
No Change 0.00  0.0%
In 30 days
March 24, 2018
If you would invest  0.00  in ETFS Bloomberg on February 22, 2018 and sell it all today you would earn a total of 0.00 from holding ETFS Bloomberg All Commodity Strt K 1 Fr or generate 0.0% return on investment in ETFS Bloomberg over 30 days. ETFS Bloomberg is related to or competes with PowerShares DB, iShares SP, iPath Bloomberg, PowerShares Optm, ELEMENTS Rogers, and First Trust. ETFS Bloomberg All Commodity Strt K 1 Fr is USA based ETF administrated by JPMorgan Chase Bank, N.A.

ETFS Bloomberg Upside/Downside Indicators


ETFS Bloomberg Market Premium Indicators

ETFS Bloomberg All lagged returns against current returns

 Current and Lagged Values 

ETFS Bloomberg regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ETFS Bloomberg All Backtested Returns

Macroaxis considers ETFS Bloomberg to be not too risky. ETFS Bloomberg All secures Sharpe Ratio (or Efficiency) of -0.1018 which denotes ETFS Bloomberg All had -0.1018% of return per unit of return volatility over the last 1 month. Macroaxis approach to predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ETFS Bloomberg All Commodity Strt K 1 Fr exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ETFS Bloomberg All Mean Deviation of 0.4668 to check risk estimate we provide. The organization shows Beta (market volatility) of -0.0308 which denotes to the fact that as returns on market increase, returns on owning ETFS Bloomberg are expected to decrease at a much smaller rate. During bear market, ETFS Bloomberg is likely to outperform the market.. Even though it is essential to pay attention to ETFS Bloomberg All historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach to predicting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. ETFS Bloomberg All Commodity Strt K 1 Fr exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.40 

Average predictability

ETFS Bloomberg All Commodity Strt K 1 Fr has average predictability. Overlapping area represents the amount of predictability between ETFS Bloomberg time series from February 22, 2018 to March 9, 2018 and March 9, 2018 to March 24, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ETFS Bloomberg All price movement. The serial correlation of 0.4 indicates that just about 40.0% of current ETFS Bloomberg price fluctuation can be explain by its past prices.
Correlation Coefficient 0.4
Spearman Rank Test 0.19
Price Variance 0.01
Lagged Price Variance 0.01

ETFS Bloomberg Lagged Returns

 Regressed Prices 

ETFS Bloomberg Performance vs DOW

The median price of ETFS Bloomberg for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 24.47 with a coefficient of variation of 0.8. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 24.46, and mean deviation of 0.16. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)