DB Crude Risk Analysis And Volatility Evaluation

DTO -- USA Etf  

USD 57.39  1.38  2.35%

We consider DB Crude not too volatile. DB Crude Oil retains Efficiency (Sharpe Ratio) of 0.0632 which denotes DB Crude Oil had 0.0632% of return per unit of price deviation over the last 1 month. Our way in which we are 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 DB Crude which you can use to evaluate future volatility of the entity. Please confirm DB Crude Oil Double Short ETN Standard Deviation of 2.32 to check if risk estimate we provide are consistent with the epected return of 0.1542%.
 Time Horizon     30 Days    Login   to change

DB Crude Oil Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. DB Crude Oil 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, DB Crude has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and DB Crude are completely uncorrelated. Furthermore, DB Crude Oil Double Short ETNIt does not look like DB Crude alpha can have any bearing on the equity current valuation.
Considering 30-days investment horizon, the coefficient of variation of DB Crude is 1581.14. The daily returns are destributed with a variance of 5.95 and standard deviation of 2.44. The mean deviation of DB Crude Oil Double Short ETN is currently at 1.86. For similar time horizon, the selected