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

Investment Horizon

  

Risk Tolerance

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

USD 108.83  0.2  0.18%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding PowerShares FTSE RAFI US 1000 ETF is 'Buy'.
For the selected time horizon PowerShares FTSE RAFI US 1000 ETF has a risk adjusted performance of (0.002472), jensen alpha of (0.032079), total risk alpha of (0.034287), sortino ratio of 0.0 and treynor ratio of (0.01374)
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 Return0.000345Value At Risk0.5
Potential Upside0.52Standard Deviation0.32
 Return Density 
      Distribution 

PowerShares FTSE Greeks

α
Alpha over DOW
=0.03
βBeta against DOW=0.75
σ
Overall volatility
=0.3
 IrInformation ratio =0.12

PowerShares FTSE Volatility Alert

PowerShares FTSE RAFI US 1000 ETF exhibits very low volatility with skewness of 0.45 and kurtosis of 0.71. 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 Return20.76 % (1.25) %
Three Year Return8.82 % 2.26 %
Five Year Return14.35 % 0.2 %
Ten Year Return7.82 % 0.29 %
Net Asset5.08 B888.73 M
Equity Positions Weight99.98 % 49.22 %
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.002472)
Market Risk Adjusted Performance(0.00374)
Mean Deviation0.2426
Coefficient Of Variation(93,251)
Standard Deviation0.3213
Variance0.1032
Information Ratio(0.12)
Jensen Alpha(0.032079)
Total Risk Alpha(0.034287)
Treynor Ratio(0.01374)
Maximum Drawdown1.03
Value At Risk(0.5)
Potential Upside0.5246
Skewness0.4488
Kurtosis0.7126