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 3.07 0.02 Negativa -0.53 2.27 229.235 64
C73 AMU BROAD 7-10 3.41 0.02 Negativa -0.82 2.52 254.401 63
CMU AMU ETF MSCI EMU 16.59 0.59 Positiva Elevata -14.78 3.67 186.490 32
HFRN AMU FLOAT RATE H 1.70 0.02 Positiva Elevata -2.40 0.12 49.709 16
AEEM AMU MSCI EME MAR 21.98 0.84 Positiva -5.95 4.69 3.811 46
A500 AMU S&P 500 19.98 0.66 Positiva Elevata -13.99 4.92 41.573 38
500HI AMU S&P500 UCITS 22.54 0.70 Positiva Elevata -15.97 6.43 67.613 37
QQQ3 BOOS NAS 100 LEV 76.15 2.99 Positiva Elevata -83.50 15.87 932.015 35
3USS BOOS S&P500 3 SH 58.42 -2.32 Negativa Elevata -19.16 29.04 5.031 56
3ITL BOOST FTSE MIB L 61.88 2.17 Positiva Elevata -55.98 14.95 60.040 42
3ITS BOOST FTSE MIB S 62.64 -2.22 Negativa Elevata -19.53 26.51 11.044 48
3NGL BOOST NAT GAS LE 209.66 -1.52 Negativa -504.40 9.01 0.196 29
3NGS BOOST NAT GAS SH 196.75 1.05 Positiva Elevata -218.55 61.62 12.715 36
3OIL BOOST W OIL 3 LE 112.30 1.48 Positiva Elevata -354.14 26.34 0.841 28
3OIS BOOST W OIL 3 SH 104.85 -1.51 Negativa Elevata -42.98 63.74 28.275 54
CSSPX CS ETF ON SP 500 19.78 0.70 Positiva Elevata -14.10 4.75 227.075 37
XESC DB DJESTXX50 1C 17.85 0.61 Positiva Elevata -13.47 3.83 45.238 36
EQQQ EQQQ 100 25.25 1.01 Positiva Elevata -17.89 5.43 145.169 39
BERMIB ETF BEAR SPMIB 20.57 -0.73 Negativa Elevata -6.01 10.75 18.812 50
LEVMIB ETF LEVERA SPMIB 41.37 1.43 Positiva Elevata -34.43 10.64 6.079 42
XBRMIB ETF XBEAR SPMIB 41.71 -1.50 Negativa Elevata -12.34 19.66 4.451 50
IT3L ETFS 3 D LON MIB 62.54 2.17 Positiva Elevata -55.62 15.16 4.869 43
IT3S ETFS 3 D SH MIB 61.52 -2.20 Negativa Elevata -19.41 26.18 1.369 48
CRUD ETFS CRUDE OIL 38.43 0.49 Positiva Elevata -54.23 9.53 7.364 34
LOIL ETFS LEV CRUDOIL 74.82 0.97 Positiva Elevata -153.69 18.63 39.044 32
GBS ETFS LYXOR GBS 9.19 -0.07 Negativa Elevata -1.23 9.72 102.293 75
PHAU ETFS PH GOLD 8.95 -0.07 Negativa Elevata -1.20 9.76 103.801 76
SOIL ETFS SHT CRUDOIL 36.01 -0.63 Negativa Elevata -12.00 31.97 62.547 58
SPXS INV S&P500 ACC 21.73 0.72 Positiva Elevata -13.93 5.00 416.265 38
EIMI ISH COR MSCI EM 21.43 0.82 Positiva -5.84 4.61 23.038 46
ICOV ISH COVERED BOND 1.62 -0.02 Positiva -0.39 0.57 153.878 52
SEML ISH EM MAR GOV 7.84 0.18 Negativa -0.29 7.33 51.080 75
EUE ISH EU STOXX50 17.57 0.60 Positiva Elevata -13.81 4.01 32.232 35
ERNE ISH EUR ULTRASH 0.68 0.00 Positiva Elevata -0.41 0.09 99.988 26
IBGX ISH EURGOBO 3-5 1.84 0.02 Negativa -0.31 1.92 169.596 66
IBGM ISH EURGOBO 7-10 2.56 0.00 Negativa -0.75 2.42 209.256 61
SE15 ISH EUROCOBO 1-5 1.68 0.00 Positiva -0.94 0.93 109.545 29
IHYU ISH HIGH YI CAP 10.44 0.16 Positiva -5.59 3.00 87.075 46
IHYG ISH IBOXX EU HY 4.36 0.13 Positiva Elevata -4.19 0.71 101.858 29
IEMB ISH JPM EMBI $ 7.10 0.11 Positiva -0.63 3.20 90.991 60
IEEM ISH MSCI EM MKTS 21.89 0.85 Positiva -5.92 4.60 33.649 45
IMEU ISH MSCI EUROPE 17.25 0.52 Positiva Elevata -12.55 4.29 22.364 35
IJPE ISH MSCI JAP HED 21.42 0.89 Positiva Elevata -21.30 4.92 46.632 35
SJPA ISH MSCI JAPAN 17.83 0.68 Positiva Elevata -14.52 5.44 34.729 43
MVOL ISH MSCI W MIN V 14.18 0.29 Positiva -7.30 3.22 38.301 40
IWDE ISH MSCI WOR HED 17.89 0.70 Positiva Elevata -16.92 4.53 48.844 35
SWDA ISH MSCI WORLD 18.00 0.67 Positiva Elevata -13.61 4.94 45.772 38
IWRD ISH MSCI WORLD 18.28 0.65 Positiva Elevata -14.41 5.04 37.178 37
IUSE ISH S&P 500 HED 19.99 0.73 Positiva Elevata -15.94 5.14 59.718 37
IMIB ISH S&P/MIB 21.99 0.71 Positiva Elevata -17.07 5.44 11.711 44
IUSA ISH SP500 20.27 0.69 Positiva Elevata -14.94 4.89 23.186 38
EXSA ISH STXX600 17.42 0.58 Positiva Elevata -12.83 4.40 35.268 35
IBTM ISH USDTRBOND710 7.60 -0.16 Negativa Elevata -2.23 5.37 164.592 65
BTP1S LYX BTP SHORT 11.58 -0.18 Positiva -9.21 2.07 46.872 36
EMGI LYX EMTS GLOBAL 2.58 0.00 Negativa -0.92 2.30 177.043 61
MSE LYX ESX 50 17.54 0.61 Positiva Elevata -14.00 4.01 30.889 34
ETFMIB LYX SP/MIB 20.76 0.73 Positiva Elevata -14.99 5.47 18.919 44
XMES50 XM EURO STOXX 50 17.10 0.55 Positiva Elevata -13.47 4.08 98.903 35
XMMIB XM FTSE MIB 20.82 0.74 Positiva Elevata -14.38 5.24 72.230 46
XMNAS XM NASDAQ 100 24.79 1.00 Positiva Elevata -17.57 5.32 330.428 39
Media mercato Media mercato
    31.3 0.3