iPath Bloomberg Backtesting

iPath Bloomberg Natural Gas SubTR ETN -- USA iPath Bloomberg Natural Gas Subindex Total Return ETN  

USD 3,277  1.00  0.0305%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of iPath Bloomberg Natural Gas SubTR ETN and determine expected loss or profit from investing in iPath Bloomberg over given investment horizon. Please also check iPath Bloomberg Hype Analysis, iPath Bloomberg Correlation, Portfolio Optimization, iPath Bloomberg Volatility as well as analyze iPath Bloomberg Alpha and Beta and iPath Bloomberg Performance
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

iPath Bloomberg 'What if' Analysis

January 25, 2018
0.00
No Change 0.00  0.0%
In 31 days
February 24, 2018
0.00
If you would invest  0.00  in iPath Bloomberg on January 25, 2018 and sell it all today you would earn a total of 0.00 from holding iPath Bloomberg Natural Gas SubTR ETN or generate 0.0% return on investment in iPath Bloomberg over 30 days. iPath Bloomberg is related to or competes with Virtual Medical, China Shesays, and Midstates Petroleum.

iPath Bloomberg Upside/Downside Indicators

  

iPath Bloomberg Market Premium Indicators

iPath Bloomberg Natural lagged returns against current returns

 Current and Lagged Values 
      Timeline 

iPath Bloomberg regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

iPath Bloomberg Natural Backtested Returns

Macroaxis considers iPath Bloomberg not too risky given 1 month investment horizon. iPath Bloomberg Natural shows Sharpe Ratio of 0.5159 which attests that iPath Bloomberg Natural had 0.5159% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a ipath bloomberg natural gas subindex total return etn is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for iPath Bloomberg Natural which you can use to evaluate future volatility of the ipath bloomberg natural gas subindex total return etn. Please utilize iPath Bloomberg Natural Market Risk Adjusted Performance of 659.24, Mean Deviation of 119561.41 and Coefficient Of Variation of 469.05 to validate if our risk estimates are consistent with your expectations. The entity maintains market beta of 95.0 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, iPath Bloomberg will likely underperform.. Although it is vital to follow to iPath Bloomberg Natural historical price patterns, it is good to be conservative about what you can actually do with the information regarding equity current price history. The philosophy towards determining future performance of any ipath bloomberg natural gas subindex total return etn is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining iPath Bloomberg Natural technical indicators you can presently evaluate if the expected return of 0.3195% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

iPath Bloomberg Natural Gas SubTR ETN has no correlation between past and present. Overlapping area represents the amount of predictability between iPath Bloomberg time series from January 25, 2018 to February 9, 2018 and February 9, 2018 to February 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 iPath Bloomberg Natural price movement. The serial correlation of 0.0 indicates that just 0.0% of current iPath Bloomberg price fluctuation can be explain by its past prices.
Average Price 3205.0
Lagged Average Price 3205.0

iPath Bloomberg Lagged Returns

 Regressed Prices 
      Timeline 

iPath Bloomberg Performance vs DOW

The median price of iPath Bloomberg for the period between Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 0.265 with a coefficient of variation of 167.11. The daily time series for the period is distributed with a sample standard deviation of 1480.11, arithmetic mean of 885.73, and mean deviation of 1287.96. The iPath Bloomberg Natural Gas Subindex Total Return ETN received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
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