db x (Germany) Alpha and Beta Analysis Overview

    XHYG -- Germany ETF  

    EUR 17.37  0.02  0.12%

    This module allows you to check different measures of market premium for db x trackers II iBoxx EUR High Yield Bond UCITS ETF as well as systematic risk associated with investing in db x over a specified time horizon. See also Your Current Watchlist.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    db x Market Premiums

    α0.06β0.0292
    30 days against DJI
    Risk Adjusted Performance  

    0.0384

    Jensen Alpha  

    0.005

    Total Risk Alpha  

    0.0198

    Sortino Ratio  

    1.07

    Treynor Ratio  

    0.2639

    db x Fundamentals

    db x Opportunities

    db x Return and Market Media

    The median price of db x for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 17.3 with a coefficient of variation of 0.25. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 17.29, and mean deviation of 0.03. The ETF did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - XHYG

    db x trackers Investor Sentiment

    Macroaxis portfolio users are unemotional in their outlook on investing in db x trackers II iBoxx EUR High Yield Bond UCITS ETF. What is your take regarding investing in db x trackers II iBoxx EUR High Yield Bond UCITS ETF? Are you bullish or bearish?
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