ETFS Wheat (UK) Backtesting

ETFS Wheat ETC -- UK ETF  

USD 0.63  0.002  0.32%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ETFS Wheat ETC and determine expected loss or profit from investing in ETFS Wheat over given investment horizon. See also ETFS Wheat Hype Analysis, ETFS Wheat Correlation, Portfolio Optimization, ETFS Wheat Volatility as well as analyze ETFS Wheat Alpha and Beta and ETFS Wheat Performance
 Time Horizon     30 Days    Login   to change

ETFS Wheat 'What if' Analysis

January 26, 2018
No Change 0.00  0.0%
In 31 days
February 25, 2018
If you would invest  0.00  in ETFS Wheat on January 26, 2018 and sell it all today you would earn a total of 0.00 from holding ETFS Wheat ETC or generate 0.0% return on investment in ETFS Wheat over 30 days. ETFS Wheat is related to or competes with Skandinaviska Enskilda, Novartis AG, Honeywell International, Texas Instruments, and Lockheed Martin. ETFS Wheat is designed to enable investors to gain an exposure to a total return investment in wheat by tracking the Blo...

ETFS Wheat Upside/Downside Indicators


ETFS Wheat Market Premium Indicators

ETFS Commodity Secur lagged returns against current returns

 Current and Lagged Values 

ETFS Wheat regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ETFS Commodity Secur Backtested Returns

We consider ETFS Wheat extremely volatile. ETFS Commodity Secur secures Sharpe Ratio (or Efficiency) of 0.162 which denotes ETFS Commodity Secur had 0.162% of return per unit of return volatility over the last 1 month. Our approach to predicting volatility of a etf is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ETFS Wheat ETC which you can use to evaluate future volatility of the entity. Please confirm ETFS Commodity Secur Downside Deviation of 0.8322 and Mean Deviation of 0.8273 to check if risk estimate we provide are consistent with the epected return of 0.1619%. The organization shows Beta (market volatility) of -0.1835 which denotes to the fact that as returns on market increase, returns on owning ETFS Wheat are expected to decrease at a much smaller rate. During bear market, ETFS Wheat is likely to outperform the market.. Although it is extremely important to respect ETFS Commodity Secur historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach to predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining ETFS Commodity Secur technical indicators you can today evaluate if the expected return of 0.1619% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.15) 

Insignificant reverse predictability

ETFS Wheat ETC has insignificant reverse predictability. Overlapping area represents the amount of predictability between ETFS Wheat time series from January 26, 2018 to February 10, 2018 and February 10, 2018 to February 25, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ETFS Commodity Secur price movement. The serial correlation of -0.15 indicates that less than 15.0% of current ETFS Wheat price fluctuation can be explain by its past prices. Given that ETFS Wheat ETC has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ETFS Wheat for similar time interval.
Correlation Coefficient -0.15
Spearman Rank Test -0.3
Average Price 0.64
Lagged Average Price 0.63

ETFS Wheat Lagged Returns

 Regressed Prices 

ETFS Wheat Performance vs NASDAQ UK

The median price of ETFS Wheat for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 0.6315 with a coefficient of variation of 1.57. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.63, and mean deviation of 0.01. The ETF received some media coverage during the period.
Price Growth (%)  
Volume Moving the Tape 1.43 percent For ETFS Commodity Secur...02/08/2018
ETFS Commodity Securities Limited Seeing Twiggs Money Flow R...02/22/2018