CFPA DU (Germany) Alpha and Beta Analysis Overview

    CFPA -- Germany ETF  

    EUR 5.70  0.18  3.06%

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

    CFPA DU Market Premiums

    α1.41β0.28
    30 days against DJI
    Risk Adjusted Performance  

    0.39

    Jensen Alpha  

    0.68

    Total Risk Alpha  

    0.46

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.16

    CFPA DU Fundamentals

    CFPA DU Opportunities

    CFPA DU Return and Market Media

    The median price of CFPA DU for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 6.955 with a coefficient of variation of 33.24. The daily time series for the period is distributed with a sample standard deviation of 2.11, arithmetic mean of 6.36, and mean deviation of 1.2. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - CFPA

    CFPA DU Investor Sentiment

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