Etf/Etc: analisi statistica per i 60 piu' liquidi

Codice Denominazione Volatilita' 3 mesi Beta 3 mesi Correlazione MSCI W$ - ETF D % MAX 3m D % MIN 3m Mov 20 W E Rsi 8 W
C53 AMU BROAD 5-7 3.14 0.02 Negativa -0.29 2.51 229.121 72
C73 AMU BROAD 7-10 3.45 0.03 Negativa -0.42 2.91 254.257 75
CMU AMU ETF MSCI EMU 15.84 0.55 Positiva Elevata -17.73 1.20 187.023 23
HFRN AMU FLOAT RATE H 1.71 0.03 Positiva Elevata -2.37 0.15 49.769 15
AEEM AMU MSCI EME MAR 21.48 0.82 Positiva -8.54 2.36 3.808 37
A500 AMU S&P 500 19.56 0.64 Positiva Elevata -17.25 2.19 41.681 30
500HI AMU S&P500 UCITS 21.86 0.67 Positiva Elevata -20.05 3.14 67.825 27
QQQ3 BOOS NAS 100 LEV 74.44 3.00 Positiva Elevata -103.16 6.86 946.878 26
3USS BOOS S&P500 3 SH 56.06 -2.26 Negativa Elevata -6.79 36.76 5.026 69
3ITL BOOST FTSE MIB L 59.75 2.07 Positiva Elevata -73.62 5.33 60.301 29
3ITS BOOST FTSE MIB S 59.63 -2.10 Negativa Elevata -5.39 35.20 11.149 66
3NGL BOOST NAT GAS LE 209.26 -2.07 Negativa -553.21 1.66 0.207 28
3NGS BOOST NAT GAS SH 196.49 1.45 Positiva Elevata -192.99 65.24 13.321 40
3OIL BOOST W OIL 3 LE 110.22 0.79 Positiva Elevata -442.57 11.99 0.880 22
3OIS BOOST W OIL 3 SH 100.71 -0.96 Negativa Elevata -16.91 70.35 28.286 69
CSSPX CS ETF ON SP 500 19.30 0.66 Positiva Elevata -17.26 2.10 227.671 29
XESC DB DJESTXX50 1C 16.95 0.56 Positiva Elevata -16.37 1.37 45.321 26
EQQQ EQQQ 100 24.69 1.00 Positiva Elevata -21.82 2.28 145.596 30
BERMIB ETF BEAR SPMIB 19.83 -0.70 Negativa Elevata -1.84 14.26 18.844 66
LEVMIB ETF LEVERA SPMIB 39.72 1.34 Positiva Elevata -45.30 3.41 6.094 27
XBRMIB ETF XBEAR SPMIB 39.94 -1.43 Negativa Elevata -3.66 25.87 4.474 66
IT3L ETFS 3 D LON MIB 60.20 2.05 Positiva Elevata -74.09 5.09 4.888 29
IT3S ETFS 3 D SH MIB 58.65 -2.09 Negativa Elevata -5.45 34.81 1.382 65
CRUD ETFS CRUDE OIL 37.77 0.23 Positiva Elevata -63.59 4.04 7.445 25
LOIL ETFS LEV CRUDOIL 73.68 0.56 Positiva Elevata -184.60 8.71 40.126 24
GBS ETFS LYXOR GBS 9.06 -0.06 Negativa Elevata -0.41 10.45 101.989 81
PHAU ETFS PH GOLD 8.82 -0.06 Negativa Elevata -0.39 10.49 103.490 82
SOIL ETFS SHT CRUDOIL 35.05 -0.43 Negativa Elevata -4.75 36.37 62.171 71
SPXS INV S&P500 ACC 21.24 0.70 Positiva Elevata -17.51 2.02 417.307 29
EIMI ISH COR MSCI EM 20.97 0.80 Positiva -8.30 2.39 23.018 38
ICOV ISH COVERED BOND 1.63 -0.01 Positiva -0.12 0.83 153.907 66
SEML ISH EM MAR GOV 7.74 0.15 Negativa -0.37 6.60 50.886 69
EUE ISH EU STOXX50 16.74 0.56 Positiva Elevata -16.52 1.73 32.309 25
ERNE ISH EUR ULTRASH 0.70 0.00 Positiva Elevata -0.36 0.14 100.011 35
IBGX ISH EURGOBO 3-5 1.90 0.02 Negativa -0.26 1.98 169.504 69
IBGM ISH EURGOBO 7-10 2.74 0.01 Negativa -0.32 2.83 209.199 72
SE15 ISH EUROCOBO 1-5 1.64 0.01 Positiva -0.60 1.25 109.618 43
IHYU ISH HIGH YI CAP 9.99 0.10 Positiva -7.57 1.18 87.038 35
IHYG ISH IBOXX EU HY 4.19 0.12 Positiva Elevata -4.92 0.00 101.993 22
IEMB ISH JPM EMBI $ 6.98 0.08 Positiva -1.56 2.30 90.818 54
IEEM ISH MSCI EM MKTS 21.38 0.85 Positiva -8.54 2.23 33.628 37
IMEU ISH MSCI EUROPE 16.61 0.49 Positiva Elevata -14.90 2.29 22.414 24
IJPE ISH MSCI JAP HED 20.29 0.84 Positiva Elevata -26.73 0.66 46.789 25
SJPA ISH MSCI JAPAN 17.39 0.68 Positiva Elevata -18.08 2.51 34.781 33
MVOL ISH MSCI W MIN V 14.02 0.26 Positiva -8.91 1.77 38.334 32
IWDE ISH MSCI WOR HED 17.22 0.68 Positiva Elevata -20.55 1.57 48.994 25
SWDA ISH MSCI WORLD 17.36 0.64 Positiva Elevata -17.02 2.09 45.862 27
IWRD ISH MSCI WORLD 17.75 0.62 Positiva Elevata -17.52 2.47 37.275 27
IUSE ISH S&P 500 HED 19.36 0.70 Positiva Elevata -19.78 2.00 59.929 28
IMIB ISH S&P/MIB 21.25 0.67 Positiva Elevata -21.65 1.74 11.723 29
IUSA ISH SP500 19.81 0.65 Positiva Elevata -18.26 2.14 23.258 29
EXSA ISH STXX600 16.66 0.55 Positiva Elevata -15.59 2.06 35.343 24
IBTM ISH USDTRBOND710 7.43 -0.15 Negativa Elevata -1.00 7.46 164.372 76
BTP1S LYX BTP SHORT 11.75 -0.18 Positiva -9.59 1.72 46.990 33
EMGI LYX EMTS GLOBAL 2.64 0.01 Negativa -0.52 2.69 176.995 73
MSE LYX ESX 50 16.65 0.56 Positiva Elevata -16.90 1.57 30.964 24
ETFMIB LYX SP/MIB 19.94 0.69 Positiva Elevata -19.51 1.76 18.926 28
XMES50 XM EURO STOXX 50 16.20 0.49 Positiva Elevata -16.44 1.57 99.089 25
XMMIB XM FTSE MIB 20.16 0.71 Positiva Elevata -18.49 1.84 72.239 32
XMNAS XM NASDAQ 100 24.23 0.99 Positiva Elevata -21.43 2.21 331.372 31
Media mercato Media mercato
    30.5 0.3