ETFS Russell (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for ETFS Russell 2000 US Small Cap GO ETF as well as systematic risk associated with investing in ETFS Russell over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

ETFS Russell Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Current Sentiment - IE00B3CNHJ55

ETFS Russell 2000 Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in ETFS Russell 2000 US Small Cap GO ETF. What is your opinion about investing in ETFS Russell 2000 US Small Cap GO ETF? Are you bullish or bearish?
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50% Bearish
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Please also check Risk vs Return Analysis. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.