PowerShares Multi-Factor Historical Price Analysis Overview

GMFL -- USA Etf  

USD 28.39  0.10  0.37%

We consider PowerShares Multi-Factor not too risky. PowerShares Multi-Factor maintains Sharpe Ratio (i.e. Efficiency) of 0.2073 which implies PowerShares Multi-Factor had 0.2073% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PowerShares Multi-Factor which you can use to evaluate future volatility of the etf. Please check PowerShares Multi-Factor Coefficient Of Variation of 547.79 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.1428%.
Horizon     30 Days    Login   to change

Performance History


Highest PriceSeptember 20, 201828.495
Lowest PricAugust 27, 201827.7198
The price series of PowerShares Multi-Factor for the period between Mon, Aug 27, 2018 and Wed, Sep 26, 2018 has a statistical range of 0.78 with a coefficient of variation of 1.13. Under current investment horizon, the daily prices are spread out with arithmetic mean of 27.89. The median price for the last 30 days is 27.72. The company completed dividends distribution on Septembertember 24, 2018.
OpenHighLowCloseVolume
09/26/2018 28.39  28.39  28.39  28.39  0.00 
09/25/2018 28.39  28.39  28.39  28.39  1.00 
09/24/2018 28.39  28.39  28.39  28.39  150.00 
09/21/2018 28.49  28.49  28.49  28.49  10.00 
09/20/2018 28.50  28.50  28.50  28.50  1.00 
09/19/2018 28.49  28.49  28.49  28.49  413.00 
09/18/2018 27.72  27.72  27.72  27.72  1.00 
09/17/2018 27.72  27.72  27.72  27.72  1.00 
09/14/2018 27.72  27.72  27.72  27.72  1.00 
09/12/2018 27.72  27.72  27.72  27.72  10.00 
09/11/2018 27.72  27.72  27.72  27.72  1.00 
09/06/2018 27.72  27.72  27.72  27.72  1.00 
09/05/2018 27.72  27.72  27.72  27.72  43.00 
09/04/2018 27.72  27.72  27.72  27.72  1.00 
08/29/2018 27.72  27.72  27.72  27.72  1.00 
08/28/2018 27.72  27.72  27.72  27.72  1.00 
08/27/2018 27.72  27.72  27.72  27.72  71.00 
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