VelocityShares Historical Price Analysis Overview

UWT -- USA Etf  

USD 39.86  1.12  2.89%

Macroaxis considers VelocityShares not very risky given 1 month investment horizon. VelocityShares 3x Lng owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1337 which indicates VelocityShares 3x Lng had 0.1337% of return per unit of risk over the last 1 month. Our philosophy towards measuring 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 VelocityShares 3x Lng Crude Oil ETN New which you can use to evaluate future volatility of the etf. Please operate VelocityShares Semi Deviation of 2.25, Coefficient Of Variation of 514.1 and Risk Adjusted Performance of 0.097 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Performance History


Highest PriceSeptember 21, 201839.86
Lowest PricSeptember 10, 201834.496
The price series of VelocityShares for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 has a statistical range of 5.36 with a coefficient of variation of 4.4. The daily prices for the period are distributed with arithmetic mean of 37.31. The median price for the last 30 days is 37.34
OpenHighLowCloseVolume
09/24/2018 40.45  40.61  38.54  38.74  0.00 
09/24/2018 38.74  40.98  38.74  39.86  1.00 
09/21/2018 40.20  41.48  38.46  39.86  4,454,142 
09/20/2018 40.45  40.61  38.54  38.74  1,936,077 
09/19/2018 38.24  39.85  38.16  39.73  2,270,201 
09/18/2018 37.86  38.78  37.09  37.84  2,450,004 
09/17/2018 37.20  37.68  35.87  36.19  1,578,311 
09/14/2018 36.25  38.01  34.98  36.48  2,260,483 
09/13/2018 37.34  39.92  37.34  38.63  1.00 
09/12/2018 38.56  40.23  38.39  38.63  2,771,297 
09/11/2018 34.84  37.56  34.63  37.34  2,434,659 
09/10/2018 35.72  35.98  34.21  34.50  2,082,131 
09/07/2018 33.88  35.07  33.47  35.00  1,711,819 
09/06/2018 36.34  36.60  33.65  35.10  2,618,716 
09/05/2018 37.32  37.79  36.18  36.55  1,586,712 
09/04/2018 39.49  39.56  36.96  37.31  1,948,647 
08/31/2018 38.52  38.90  37.90  38.32  1,076,101 
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