ETFS Wheat (UK) Backtesting


USD 0.67  0.022  3.18%

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

April 24, 2018
No Change 0.00  0.0%
In 31 days
May 24, 2018
If you would invest  0.00  in ETFS Wheat on April 24, 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 Toyota Motor, OTP Bank, Toshiba 0Q0C, Apple Inc, Ricoh Company, Svenska Handelsbanken, and N/A. 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

Downside Deviation1.5
Information Ratio0.2589
Maximum Drawdown7.54
Value At Risk2.05
Potential Upside3.88

ETFS Wheat Market Premium Indicators

Risk Adjusted Performance0.01
Sortino Ratio0.3424

ETFS Commodity Secur Backtested Returns

Macroaxis considers ETFS Wheat exceptionally risky given 1 month investment horizon. ETFS Commodity Secur secures Sharpe Ratio (or Efficiency) of 0.2589 which denotes ETFS Commodity Secur had 0.2589% 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. By examining ETFS Commodity Secur technical indicators you can today evaluate if the expected return of 0.5121% is justified by implied risk. Please utilize ETFS Commodity Secur Downside Deviation of 1.5 and Mean Deviation of 1.58 to check if our risk estimates are consistent with your expectations. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and ETFS Wheat are completely uncorrelated. Although it is vital to follow to ETFS Commodity Secur historical returns, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for ETFS Wheat ETC which you can use to evaluate performance of the entity.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.25 

Poor predictability

ETFS Wheat ETC has poor predictability. Overlapping area represents the amount of predictability between ETFS Wheat time series from April 24, 2018 to May 9, 2018 and May 9, 2018 to May 24, 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 0.25 indicates that over 25.0% of current ETFS Wheat price fluctuation can be explain by its past prices.
Correlation Coefficient 0.25
Average Price 0.67
Lagged Average Price 0.67

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 Wheat Lagged Returns

 Regressed Prices 

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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. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.