ETFS Bloomberg Risk Analysis

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

USD 24.88  0.00  0.00%

Macroaxis considers ETFS Bloomberg to be not too volatile. ETFS Bloomberg Energy secures Sharpe Ratio (or Efficiency) of -0.0583 which denotes ETFS Bloomberg Energy had -0.0583% of return per unit of return volatility over the last 1 month. Macroaxis approach to predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ETFS Bloomberg Energy Mean Deviation of 0.892 to check risk estimate we provide.
 Time 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 = -0.1667
ETFS Bloomberg Almost negative betaETFS Bloomberg Energy Beta Legend

ETFS Bloomberg Energy Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. ETFS Bloomberg Energy Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Considering 30-days investment horizon, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has beta of -0.1667 . 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. Additionally, ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of ETFS Bloomberg is -1714.83. The daily returns are destributed with a variance of 3.69 and standard deviation of 1.92. The mean deviation of ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free is currently at 1.01. For similar time horizon, the selected benchmark (DOW) has volatility of 1.71
α
Alpha over DOW
=0.12
β
Beta against DOW=0.17
σ
Overall volatility
=1.92
Ir
Information ratio =0.0603

Actual Return Volatility

ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has volatility of 1.9213% on return distribution over 30 days investment horizon. DOW inherits 1.7402% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ETFS Bloomberg Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Almost neglects market

Largest Trends

ETFS Bloomberg Largest Period Trend

Investment Outlook

ETFS Bloomberg Investment Opportunity
ETFS Bloomberg Energy Commodity Longer Dated Strategy K-1 Free has a volatility of 1.92 and is 1.1 times more volatile than DOW. 17% 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 17 (%) 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 $24.63 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

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