iPath Seasonal Risk Analysis And Volatility Evaluation

DCNG -- USA iPath Seasonal Natural Gas ETN  

USD 16.70  0.00  0.00%

Our philosophy towards determining volatility of a ipath seasonal natural gas etn 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 iPath Seasonal Natural which you can use to evaluate future volatility of the ipath seasonal natural gas etn. Please check out iPath Seasonal Natural Mean Deviation of 0.3281 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

iPath Seasonal Natural 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

Given the investment horizon of 30 days, iPath Seasonal has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and iPath Seasonal are completely uncorrelated. Furthermore, iPath Seasonal Natural Gas ETNIt does not look like iPath Seasonal alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00 window.location = "/error404.html";