CFPA BE (Germany) Alpha and Beta Analysis Overview

    CFPA -- Germany ETF  

    EUR 5.85  0.04  0.68%

    This module allows you to check different measures of market premium for CFPA BE as well as systematic risk associated with investing in CFPA BE over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    CFPA BE Market Premiums

    α1.27β0.14
    30 days against DJI
    Risk Adjusted Performance  

    0.33

    Jensen Alpha  

    0.98

    Total Risk Alpha  

    0.41

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.9395

    CFPA BE Fundamentals

    CFPA BE Opportunities

    CFPA BE Return and Market Media

    The median price of CFPA BE for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 6.915 with a coefficient of variation of 6.45. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 6.85, and mean deviation of 0.34. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - CFPA

    CFPA BE Investor Sentiment

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