## ETFS Bloomberg Technical Analysis |

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free -- USA Etf | ## USD 24.08 0.00 0.00% |

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free shows Mean Deviation of 0.4093. ETFS Bloomberg Energy technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity future prices. In plain English you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free which can be compared to its rivals. Please confirm ETFS Bloomberg Energy Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if ETFS Bloomberg Energy is priced adequately providing market reflects its regular price of 24.08 per share.

Investment Horizon | 30 Days Login to change |

## ETFS Bloomberg Energy Trend Analysis

Use this graph to draw trend lines for ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free. You can use it to identify possible trend reversals for ETFS Bloomberg as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual ETFS Bloomberg price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.## ETFS Bloomberg Best Fit Change Line

The following chart estimates an ordinary least squares regression model for ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free applied against its price change over selected period. The best fit line has a slop of 0.06 % which may imply that the returns on investment in ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free will continue to fail. It has 34 observation points and a regression sum of squares at 2.49, which is the sum of squared deviations for the predicted ETFS Bloomberg price change compared to its average price change.## Portfolio VolatilityCheck portfolio volatility and analyze historical return density to properly model market risk |

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**below average**in mean deviation as compared to similar ETFs. It is currently under evaluation in standard deviation as compared to similar ETFs creating about 2.07 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is roughly 2.07

## Technical Drivers

ETFS Bloomberg December 12, 2017 Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.001597) | ||

Market Risk Adjusted Performance | 0.0344 | ||

Mean Deviation | 0.4093 | ||

Coefficient Of Variation | (8,667) | ||

Standard Deviation | 0.8475 | ||

Variance | 0.7183 | ||

Information Ratio | (0.22) | ||

Jensen Alpha | 0.1154 | ||

Total Risk Alpha | (0.3) | ||

Treynor Ratio | 0.0244 | ||

Maximum Drawdown | 4.45 | ||

Value At Risk | (1.57) | ||

Potential Upside | 1.02 | ||

Skewness | 0.8074 | ||

Kurtosis | 4.8 |