Etf/Etc: analisi statistica per i 60 piu' liquidi 10/01/19

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 3.09 0.02 Negativa -0.52 2.28 229.237 64
C73 AMU BROAD 7-10 3.44 0.02 Negativa -0.91 2.44 254.381 60
CMU AMU ETF MSCI EMU 16.85 0.60 Positiva Elevata -11.87 5.51 186.819 42
HFRN AMU FLOAT RATE H 1.73 0.02 Positiva Elevata -2.22 0.29 49.718 25
AEEM AMU MSCI EME MAR 22.08 0.84 Positiva -3.92 6.52 3.818 54
A500 AMU S&P 500 19.97 0.66 Positiva Elevata -13.01 5.73 41.606 41
500HI AMU S&P500 UCITS 22.68 0.70 Positiva Elevata -14.32 7.77 67.702 42
QQQ3 BOOS NAS 100 LEV 76.44 2.97 Positiva Elevata -74.76 19.88 935.583 39
3USS BOOS S&P500 3 SH 59.10 -2.32 Negativa Elevata -25.15 25.33 5.006 51
3ITL BOOST FTSE MIB L 62.10 2.18 Positiva Elevata -40.96 18.10 60.236 47
3ITS BOOST FTSE MIB S 62.85 -2.22 Negativa Elevata -23.89 18.04 11.007 45
3NGL BOOST NAT GAS LE 209.64 -1.48 Negativa -511.11 8.00 0.196 29
3NGS BOOST NAT GAS SH 196.89 1.03 Positiva Elevata -214.85 61.70 12.716 36
3OIL BOOST W OIL 3 LE 116.39 1.52 Positiva Elevata -291.90 36.43 0.848 34
3OIS BOOST W OIL 3 SH 110.10 -1.52 Negativa Elevata -70.83 56.68 27.774 46
CSSPX CS ETF ON SP 500 19.78 0.70 Positiva Elevata -13.05 5.62 227.266 41
XESC DB DJESTXX50 1C 17.93 0.61 Positiva Elevata -11.21 5.14 45.295 42
EQQQ EQQQ 100 25.19 1.00 Positiva Elevata -16.23 6.76 145.356 43
BERMIB ETF BEAR SPMIB 20.63 -0.73 Negativa Elevata -7.30 7.71 18.790 46
LEVMIB ETF LEVERA SPMIB 41.55 1.43 Positiva Elevata -28.33 12.58 6.091 46
XBRMIB ETF XBEAR SPMIB 41.85 -1.50 Negativa Elevata -14.98 13.92 4.441 46
IT3L ETFS 3 D LON MIB 62.80 2.16 Positiva Elevata -41.65 17.81 4.882 46
IT3S ETFS 3 D SH MIB 61.75 -2.19 Negativa Elevata -23.45 19.90 1.365 45
CRUD ETFS CRUDE OIL 39.44 0.50 Positiva Elevata -47.13 13.70 7.393 41
LOIL ETFS LEV CRUDOIL 77.27 0.99 Positiva Elevata -130.54 26.05 39.306 38
GBS ETFS LYXOR GBS 9.12 -0.07 Negativa Elevata -1.53 9.06 102.263 72
PHAU ETFS PH GOLD 8.88 -0.07 Negativa Elevata -1.54 9.07 103.767 72
SOIL ETFS SHT CRUDOIL 37.20 -0.64 Negativa Elevata -17.10 28.88 62.265 52
SPXS INV S&P500 ACC 21.77 0.72 Positiva Elevata -13.62 5.26 416.370 39
EIMI ISH COR MSCI EM 21.54 0.81 Positiva -4.03 6.24 23.076 53
ICOV ISH COVERED BOND 1.64 -0.02 Positiva -0.42 0.54 153.874 50
SEML ISH EM MAR GOV 7.51 0.17 Negativa -0.29 6.32 51.080 75
EUE ISH EU STOXX50 17.65 0.61 Positiva Elevata -11.65 5.23 32.269 40
ERNE ISH EUR ULTRASH 0.67 0.00 Positiva Elevata -0.41 0.09 99.988 26
IBGX ISH EURGOBO 3-5 1.84 0.02 Negativa -0.26 1.97 169.604 68
IBGM ISH EURGOBO 7-10 2.64 0.00 Negativa -0.76 2.41 209.254 61
SE15 ISH EUROCOBO 1-5 1.68 0.00 Positiva Elevata -0.91 0.95 109.548 29
IHYU ISH HIGH YI CAP 10.40 0.17 Positiva -5.15 3.41 87.110 48
IHYG ISH IBOXX EU HY 4.55 0.13 Positiva Elevata -3.30 1.56 101.940 43
IEMB ISH JPM EMBI $ 6.62 0.10 Positiva -0.99 2.85 90.959 57
IEEM ISH MSCI EM MKTS 21.93 0.84 Positiva -4.32 6.04 33.697 51
IMEU ISH MSCI EUROPE 17.43 0.53 Positiva Elevata -10.49 5.76 22.396 42
IJPE ISH MSCI JAP HED 21.41 0.89 Positiva Elevata -20.68 5.40 46.654 37
SJPA ISH MSCI JAPAN 17.75 0.68 Positiva Elevata -14.44 5.51 34.731 44
MVOL ISH MSCI W MIN V 14.15 0.29 Positiva -7.07 3.43 38.309 41
IWDE ISH MSCI WOR HED 18.05 0.71 Positiva Elevata -14.38 5.90 48.908 41
SWDA ISH MSCI WORLD 18.01 0.67 Positiva Elevata -12.56 5.82 45.811 41
IWRD ISH MSCI WORLD 18.32 0.65 Positiva Elevata -13.13 6.11 37.217 41
IUSE ISH S&P 500 HED 20.20 0.73 Positiva Elevata -14.33 6.46 59.794 42
IMIB ISH S&P/MIB 22.07 0.71 Positiva Elevata -12.62 6.60 11.725 48
IUSA ISH SP500 20.26 0.69 Positiva Elevata -13.89 5.75 23.205 41
EXSA ISH STXX600 17.61 0.59 Positiva Elevata -10.81 5.90 35.319 43
IBTM ISH USDTRBOND710 7.67 -0.17 Negativa Elevata -3.25 3.52 164.433 55
BTP1S LYX BTP SHORT 11.58 -0.18 Positiva -9.38 1.92 46.865 34
EMGI LYX EMTS GLOBAL 2.57 0.00 Negativa -0.96 2.27 177.038 60
MSE LYX ESX 50 17.64 0.61 Positiva Elevata -11.67 5.43 30.932 41
ETFMIB LYX SP/MIB 20.84 0.73 Positiva Elevata -10.81 6.58 18.940 48
XMES50 XM EURO STOXX 50 17.23 0.56 Positiva Elevata -11.46 5.29 99.018 41
XMMIB XM FTSE MIB 20.87 0.74 Positiva Elevata -10.08 6.33 72.308 49
XMNAS XM NASDAQ 100 24.72 0.99 Positiva Elevata -15.97 6.61 330.840 43
Media mercato Media mercato
    31.6 0.3