ComStage STOXX (Germany) Alpha and Beta Analysis Overview

    C066 -- Germany ETF  

    EUR 104.74  1.44  1.36%

    This module allows you to check different measures of market premium for ComStage STOXX Europe 600 Financial Services NR UCITS ETF as well as systematic risk associated with investing in ComStage STOXX over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    ComStage STOXX Market Premiums

    α0.3β0.27
    30 days against DJI
    Risk Adjusted Performance  

    0.18

    Jensen Alpha  

    0.1

    Total Risk Alpha  

    0.001753

    Sortino Ratio  

    0.0

    Treynor Ratio  

    4.50

    ComStage STOXX Fundamentals

    ComStage STOXX Opportunities

    ComStage STOXX Return and Market Media

    The median price of ComStage STOXX for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 106.96 with a coefficient of variation of 0.99. The daily time series for the period is distributed with a sample standard deviation of 1.06, arithmetic mean of 107.01, and mean deviation of 0.85. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - C066

    ComStage STOXX Europe Investor Sentiment

    Macroaxis portfolio users are unresponsive in their opinion about investing in ComStage STOXX Europe 600 Financial Services NR UCITS ETF. What is your opinion about investing in ComStage STOXX Europe 600 Financial Services NR UCITS ETF? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Check also Trending Equities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
    Search macroaxis.com