ETFS Bloomberg Risk Analysis

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free -- USA Etf  

USD 24.08  0.00  0.00%

Our approach to 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 ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free which you can use to evaluate future volatility of the entity. Please confirm ETFS Bloomberg Energy Mean Deviation of 0.4093 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

ETFS Bloomberg Market Sensitivity

As returns on market increase, returns on owning ETFS Bloomberg are expected to decrease at a much smaller rate. During bear market, ETFS Bloomberg is likely to outperform the market.
One Month Beta |Analyze ETFS Bloomberg Energy Demand Trend
Check current 30 days ETFS Bloomberg correlation with market (DOW)
β = -0.8096
ETFS Bloomberg Almost negative betaETFS Bloomberg Energy Beta Legend

ETFS Bloomberg Energy Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Considering 30-days investment horizon, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has beta of -0.8096 . This suggests as returns on benchmark increase, returns on holding ETFS Bloomberg are expected to decrease at a much smaller rate. During bear market, however, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is likely to outperform the market. Moreover, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has an alpha of 0.1154 implying that it can potentially generate 0.1154% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
βBeta against DOW=0.81
σ
Overall volatility
=0.00
 IrInformation ratio =0.22

Actual Return Volatility

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.5042% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ETFS Bloomberg Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Largest Trends

ETFS Bloomberg Largest Period Trend
 24.07 
  
 24.08 
0.01  0.041545%
Lowest period price (30 days)
 24.75 
  
 24.75 
0.00  0.00%
Highest period price (30 days)

Investment Outlook

ETFS Bloomberg Investment Opportunity
DOW has a standard deviation of returns of 0.5 and is 9.223372036854776E16 times more volatile than ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free. 0% of all equities and portfolios are less risky than ETFS Bloomberg. Compared to the overall equity markets, volatility of historical daily returns of ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free to protect against small markets fluctuations. The etf experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of ETFS Bloomberg to be traded at $23.84 in 30 days. As returns on market increase, returns on owning ETFS Bloomberg are expected to decrease at a much smaller rate. During bear market, ETFS Bloomberg is likely to outperform the market.

ETFS Bloomberg correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding ETFS Bloomberg Energy Commodit and equity matching DJI index in the same portfolio.

Volatility Indicators

ETFS Bloomberg Current Risk Indicators