DB Crude Backtesting

DB Crude Oil Short ETN -- USA Etf  

USD 91.17  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DB Crude Oil Short ETN and determine expected loss or profit from investing in DB Crude over given investment horizon. Also please take a look at DB Crude Hype Analysis, DB Crude Correlation, Portfolio Optimization, DB Crude Volatility as well as analyze DB Crude Alpha and Beta and DB Crude Performance
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

DB Crude 'What if' Analysis

September 22, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 22, 2017
 0.00 
If you would invest  0.00  in DB Crude on September 22, 2017 and sell it all today you would earn a total of 0.00 from holding DB Crude Oil Short ETN or generate 0.0% return on investment in DB Crude over 30 days. DB Crude is related to or competes with ProShares UltraShort, VelocityShares 3x, DB Crude, ProShares UltraShort, DB Gold, and UBS ETRACS. The investment seeks to track the price and yield performance, before fees and expenses, of the Deutsche Bank Liquid Com...

DB Crude Upside/Downside Indicators

  

DB Crude Market Premium Indicators

DB Crude Oil lagged returns against current returns

 Current and Lagged Values 
      Timeline 

DB Crude regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

DB Crude Oil Backtested Returns

Our way in which we are predicting volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DB Crude which you can use to evaluate future volatility of the entity. Please confirm DB Crude Oil Short ETN to check if risk estimate we provide are consistent with the epected return of 0.0%. The entity owns Beta (Systematic Risk) of 0.0 which denotes to the fact that the returns on MARKET and DB Crude are completely uncorrelated. Although it is extremely important to respect DB Crude Oil existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining DB Crude Oil technical indicators you can at this moment evaluate if the expected return of 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1 

Perfect predictability

DB Crude Oil Short ETN has perfect predictability. Overlapping area represents the amount of predictability between DB Crude time series from September 22, 2017 to October 7, 2017 and October 7, 2017 to October 22, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DB Crude Oil price movement. The serial correlation of 1.0 indicates that 100.0% of current DB Crude price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 91.17
Lagged Average Price 91.17

DB Crude Lagged Returns

 Regressed Prices 
      Timeline 

DB Crude Performance vs DOW

The median price of DB Crude for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 91.17 with a coefficient of variation of 0.0. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 91.17, and mean deviation of 0.0. The Etf received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
DB Crude Oil Double Short ETN Declines 0.42 percent for Oct ...10/11/2017