UBS ETRACS Price on July 31, 2017 Breakdown

WTIU -- USA Etf  

USD 39.95  2.31  6.14%

Macroaxis considers UBS ETRACS not very risky given 1 month investment horizon. UBS ETRACS ProShares owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1462 which indicates UBS ETRACS ProShares had 0.1462% 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 0.5714% is justified by implied risk. Please operate UBS ETRACS Risk Adjusted Performance of 0.0648, Market Risk Adjusted Performance of 0.2638 and Downside Deviation of 3.25 to confirm if our risk estimates are consistent with your expectations.

UBS ETRACS Valuation Near July 31, 2017

 Open High Low Close Volume
  14.59    14.98    14.58    14.89    84,464  
 07/31/2017 
  14.77    15.53    14.50    15.40    31,542  
  14.75    14.82    13.74    14.51    46,894  
Backtest UBS ETRACS  |  UBS ETRACS History  |  UBS ETRACS Valuation   PreviousNext  
July 31, 2017
14.77
Open Value
 
15.4
Closing Value
Target Odds
  
26.49
Upside
 

UBS ETRACS Trading Date Momentum on July 31, 2017

On August 01 2017 UBS ETRACS ProShares Dly 3x Lng Crud ETN was traded for 14.51  at the closing time. The top price for the day was 14.82  and the lowest listed price was  13.74 . The trading volume for the day was 46.9 K. The trading history from August 1, 2017 was a factor to the next trading day price decrease. The trading price change against the next closing price was 5.78% . The trading price change against the current closing price is 3.37% .

Price Boundaries

UBS ETRACS Period Price Range

Low
July 31, 2017
High
 14.77 
  
 15.40 
0.63  4.27%
See also Your Current Watchlist. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Search macroaxis.com