UBS ETRACS Price on March 27, 2017 Breakdown

WTIU -- USA Etf  

USD 37.64  1.06  2.91%

Macroaxis considers UBS ETRACS not very risky given 1 month investment horizon. UBS ETRACS ProShares owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1687 which indicates UBS ETRACS ProShares had 0.1687% of return per unit of standard deviation over the last 1 month. Our approach into measuring volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. By examining UBS ETRACS ProShares technical indicators you can now evaluate if the expected return of 0.6354% is justified by implied risk. Please operate UBS ETRACS Risk Adjusted Performance of 0.0131, Market Risk Adjusted Performance of 0.0445 and Downside Deviation of 3.25 to confirm if our risk estimates are consistent with your expectations.

UBS ETRACS Valuation Near March 27, 2017

 Open High Low Close Volume
  15.53    15.80    15.49    15.80    11,497  
 03/27/2017 
  15.12    15.54    14.90    15.53    12,795  
  15.99    16.43    15.92    16.13    24,977  
Backtest UBS ETRACS  |  UBS ETRACS History  |  UBS ETRACS Valuation   PreviousNext  
March 27, 2017
15.12
Open Value
 
15.53
Closing Value
Target Odds
  
26.42
Upside
 

UBS ETRACS Trading Date Momentum on March 27, 2017

On March 28 2017 UBS ETRACS ProShares Dly 3x Lng Crud ETN was traded for 16.13  at the closing time. The top price for the day was 16.43  and the lowest listed price was  15.92 . The trading volume for the day was 25 K. The trading history from March 28, 2017 was a factor to the next trading day price appreciation. The trading price change against the next closing price was 3.89% . The trading price change against the current closing price is 25.56% .

Price Boundaries

UBS ETRACS Period Price Range

Low
March 27, 2017
High
 15.12 
  
 15.53 
0.41  2.71%
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