iPath Bloomberg Backtesting

JJE -- USA ETF  

USD 6.53  0.01  0.15%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of iPath Bloomberg Energy 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

June 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 20, 2018
0.00
If you would invest  0.00  in iPath Bloomberg on June 20, 2018 and sell it all today you would earn a total of 0.00 from holding iPath Bloomberg Energy SubTR ETN or generate 0.0% return on investment in iPath Bloomberg over 30 days. iPath Bloomberg is related to or competes with Vanguard Total, SPDR SP, Vanguard Total, iShares Core, Vanguard FTSE, Vanguard Mid, and VANGUARD SM-CAP. The investment seeks to provide investors with exposure to the Dow Jones-UBS Energy Subindex Total ReturnService Mark

iPath Bloomberg Upside/Downside Indicators

  

iPath Bloomberg Market Premium Indicators

iPath Bloomberg Energy Backtested Returns

Macroaxis considers iPath Bloomberg to be not too risky. iPath Bloomberg Energy shows Sharpe Ratio of -0.2425 which attests that iPath Bloomberg Energy had -0.2425% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. iPath Bloomberg Energy exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out iPath Bloomberg Energy to validate risk estimate we provide. The entity maintains market beta of 0.0 which attests that the returns on MARKET and iPath Bloomberg are completely uncorrelated. Even though it is essential to pay attention to iPath Bloomberg Energy historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining 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. iPath Bloomberg Energy exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

iPath Bloomberg Energy SubTR ETN has no correlation between past and present. Overlapping area represents the amount of predictability between iPath Bloomberg time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 20, 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 Energy 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.
Spearman Rank Test -0.43
Average Price 6.53
Lagged Average Price 6.53

iPath Bloomberg Energy 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 Lagged Returns

 Regressed Prices 
      Timeline 

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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. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.
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