PowerShares Risk Analysis And Volatility Evaluation

SPHQ -- USA Etf  

USD 31.41  0.46  1.49%

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 SP 500 which you can use to evaluate future volatility of the etf. Please check PowerShares SP 500 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PowerShares SP 500 Technical Analysis

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.

PowerShares Projected Return Density Against Market

Given the investment horizon of 30 days, PowerShares has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and PowerShares are completely uncorrelated. Furthermore, PowerShares SP 500 Quality ETFIt does not look like PowerShares alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

PowerShares Return Volatility

PowerShares SP 500 Quality ETF inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Chance of Distress

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Investment Outlook

PowerShares Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than PowerShares SP 500 Quality ETF. 0% of all equities and portfolios are less risky than PowerShares. Compared to the overall equity markets, volatility of historical daily returns of PowerShares SP 500 Quality ETF is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PowerShares Volatility Indicators

PowerShares SP 500 Quality ETF Current Risk Indicators

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