PowerShares FTSE Buy or Sell Recommendation

Macroaxis provides PowerShares FTSE RAFI US 1000 ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding PowerShares FTSE positions. The advice algorithm takes into account all of PowerShares FTSE RAFI US 1000 ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from PowerShares FTSE buy-and-hold prospective. Additionally take a look at PowerShares FTSE Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
PowerShares FTSE RAFI US 1000 ETF -- USA Etf  

USD 118.94  0.3  0.25%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding PowerShares FTSE RAFI US 1000 ETF is 'Hold'.
For the selected time horizon PowerShares FTSE RAFI US 1000 ETF has a risk adjusted performance of 0.2193, jensen alpha of 0.018, total risk alpha of (0.009604), sortino ratio of (0.090313) and treynor ratio of 0.2431
Macroaxis provides advice on PowerShares FTSE RAFI US 1000 ETF to complement and cross-verify current analyst consensus on PowerShares FTSE RAFI. Our recommendation engine determines the entity potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Use PowerShares FTSE RAFI Revenue as well as the relationship between One Year Return and Equity Positions Weight to make sure your buy or sell decision on PowerShares FTSE RAFI is adequate.

Returns Distribution Density

Mean Return0.2Value At Risk0.36
Potential Upside0.87Standard Deviation0.4
 Return Density 

PowerShares FTSE Greeks

Alpha over DOW
Beta against DOW=0.78
Overall volatility
Information ratio =0.08

PowerShares FTSE Volatility Alert

PowerShares FTSE RAFI US 1000 ETF exhibits very low volatility with skewness of 0.11 and kurtosis of -0.54. However, we advise investors to further study PowerShares FTSE RAFI US 1000 ETF technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare PowerShares FTSE to competition
FundamentalsPowerShares FTSEPeer Average
Price to Earning17.83 times8.24 times
Price to Book1.91 times0.97 times
Price to Sales1.19 times0.72 times
One Year Return16 % (1.25) %
Three Year Return9.73 % 2.26 %
Five Year Return14.91 % 0.2 %
Ten Year Return9.02 % 0.29 %
Net Asset5.33 B888.73 M
Equity Positions Weight99.48 % 49.22 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.2193
Market Risk Adjusted Performance0.2531
Mean Deviation0.3207
Downside Deviation0.3478
Coefficient Of Variation200.68
Standard Deviation0.3984
Information Ratio(0.078843)
Jensen Alpha0.018
Total Risk Alpha(0.009604)
Sortino Ratio(0.090313)
Treynor Ratio0.2431
Maximum Drawdown1.49
Value At Risk(0.36)
Potential Upside0.8698
Downside Variance0.121
Semi Variance(0.16)
Expected Short fall(0.42)