WBI SMID (Germany) Alpha and Beta Analysis Overview

    OVDD -- Germany ETF  

    EUR 18.13  0.002  0.011%

    This module allows you to check different measures of market premium for WBI SMID TACTICAL YIELD as well as systematic risk associated with investing in WBI SMID over a specified time horizon. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    WBI SMID Market Premiums

    α1.46β0.22
    30 days against DJI
    Risk Adjusted Performance  

    0.012554

    Jensen Alpha  

    0.035499

    Total Risk Alpha  

    0.158

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.42

    WBI SMID Fundamentals

    WBI SMID Opportunities

    WBI SMID Return and Market Media

    The median price of WBI SMID for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 19.472 with a coefficient of variation of 3.69. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 19.29, and mean deviation of 0.56. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - OVDD

    WBI SMID TACTICAL Investor Sentiment

    Macroaxis portfolio users are evenly split in their perspective on investing in WBI SMID TACTICAL YIELD. What is your outlook on investing in WBI SMID TACTICAL YIELD? Are you bullish or bearish?
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