PowerShares Multi-Factor Performance

GMFL -- USA Etf  

USD 25.25  0.22  0.01%

The etf holds Beta of 0.1353 which implies as returns on market increase, PowerShares Multi-Factor returns are expected to increase less than the market. However during bear market, the loss on holding PowerShares Multi-Factor will be expected to be smaller as well. Even though it is essential to pay attention to PowerShares Multi-Factor current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PowerShares Multi-Factor exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

PowerShares Multi-Factor Relative Risk vs. Return Landscape

If you would invest  2,618  in PowerShares Multi-Factor Large Cap Portfolio on December 19, 2018 and sell it today you would lose (70.40)  from holding PowerShares Multi-Factor Large Cap Portfolio or give up 2.69% of portfolio value over 30 days. PowerShares Multi-Factor Large Cap Portfolio is currently does not generate positive expected returns and assumes 1.1772% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% of equities are less volatile than PowerShares Multi-Factor and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, PowerShares Multi-Factor is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.69 times less risky than the market. the firm trades about -0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 of returns per unit of risk over similar time horizon.

PowerShares Multi-Factor Market Risk Analysis

Sharpe Ratio = -0.0446
Good Returns
Average Returns
Small Returns
Negative ReturnsGMFL

PowerShares Multi-Factor Relative Performance Indicators

Estimated Market Risk
  actual daily
 10 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average PowerShares Multi-Factor is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PowerShares Multi-Factor by adding it to a well-diversified portfolio.

PowerShares Multi-Factor Performance Rating

PowerShares Multi-Factor Large Cap Portfolio Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days PowerShares Multi-Factor Large Cap Portfolio has generated negative risk-adjusted returns adding no value to investors with long positions.

PowerShares Multi-Factor Alerts

Equity Alerts and Improvement Suggestions

PowerShares Multi-Factor generates negative expected return over the last 30 days
PowerShares Multi-Factor has high likelihood to experience some financial distress in the next 2 years
On December 24, 2018 PowerShares Multi-Factor paid $ 0.103 per share dividend to its current shareholders
The fund retains all of its assets under management (AUM) in equities

PowerShares Multi-Factor Performance Indicators

PowerShares Multi-Factor Basic Price Performance Measures

Fifty Two Week Low22.6200
Fifty Two Week High28.8100

PowerShares Multi-Factor Dividends

PowerShares Multi-Factor Dividends Analysis

Check PowerShares Multi-Factor dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com