Etf/Etc: analisi statistica per i 60 piu' liquidi 11/01/19

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 3.03 0.02 Negativa -0.37 2.43 229.270 69
C73 AMU BROAD 7-10 3.47 0.02 Negativa -0.53 2.80 254.471 71
CMU AMU ETF MSCI EMU 16.77 0.59 Positiva Elevata -12.37 5.09 186.743 40
HFRN AMU FLOAT RATE H 1.72 0.02 Positiva Elevata -2.18 0.33 49.719 26
AEEM AMU MSCI EME MAR 22.08 0.84 Positiva -3.68 6.74 3.819 54
A500 AMU S&P 500 19.94 0.66 Positiva Elevata -13.32 5.47 41.596 40
500HI AMU S&P500 UCITS 22.69 0.70 Positiva Elevata -15.08 7.15 67.661 40
QQQ3 BOOS NAS 100 LEV 76.42 2.97 Positiva Elevata -75.38 19.59 935.320 39
3USS BOOS S&P500 3 SH 59.08 -2.32 Negativa Elevata -24.59 25.66 5.008 51
3ITL BOOST FTSE MIB L 58.77 2.18 Positiva Elevata -35.01 19.40 60.322 48
3ITS BOOST FTSE MIB S 60.22 -2.22 Negativa Elevata -25.93 16.70 10.991 43
3NGL BOOST NAT GAS LE 209.43 -1.49 Negativa -509.08 8.31 0.196 29
3NGS BOOST NAT GAS SH 196.23 1.04 Positiva Elevata -212.59 61.18 12.706 36
3OIL BOOST W OIL 3 LE 115.79 1.53 Positiva Elevata -284.71 37.60 0.849 35
3OIS BOOST W OIL 3 SH 110.27 -1.53 Negativa Elevata -74.44 55.77 27.721 46
CSSPX CS ETF ON SP 500 19.77 0.70 Positiva Elevata -12.87 5.77 227.300 41
XESC DB DJESTXX50 1C 17.77 0.61 Positiva Elevata -10.88 5.29 45.302 43
EQQQ EQQQ 100 25.17 1.00 Positiva Elevata -16.13 6.84 145.368 43
BERMIB ETF BEAR SPMIB 19.65 -0.73 Negativa Elevata -7.80 6.78 18.782 45
LEVMIB ETF LEVERA SPMIB 39.32 1.43 Positiva Elevata -22.79 13.52 6.097 48
XBRMIB ETF XBEAR SPMIB 39.92 -1.50 Negativa Elevata -16.37 12.43 4.436 44
IT3L ETFS 3 D LON MIB 59.66 2.16 Positiva Elevata -35.62 19.09 4.889 48
IT3S ETFS 3 D SH MIB 59.16 -2.19 Negativa Elevata -25.64 16.36 1.363 43
CRUD ETFS CRUDE OIL 39.23 0.50 Positiva Elevata -45.44 14.69 7.401 43
LOIL ETFS LEV CRUDOIL 76.79 1.00 Positiva Elevata -127.67 26.97 39.342 39
GBS ETFS LYXOR GBS 8.88 -0.07 Negativa Elevata -1.59 8.71 102.258 71
PHAU ETFS PH GOLD 8.58 -0.07 Negativa Elevata -1.53 8.79 103.768 72
SOIL ETFS SHT CRUDOIL 37.44 -0.65 Negativa Elevata -19.82 27.22 62.124 50
SPXS INV S&P500 ACC 21.71 0.72 Positiva Elevata -13.25 5.57 416.493 40
EIMI ISH COR MSCI EM 21.55 0.81 Positiva -3.67 6.56 23.083 54
ICOV ISH COVERED BOND 1.58 -0.02 Positiva -0.50 0.46 153.862 46
SEML ISH EM MAR GOV 7.45 0.17 Negativa 0.00 6.59 51.094 77
EUE ISH EU STOXX50 17.52 0.61 Positiva Elevata -11.54 5.20 32.268 40
ERNE ISH EUR ULTRASH 0.67 0.00 Positiva Elevata -0.38 0.12 99.991 33
IBGX ISH EURGOBO 3-5 1.79 0.02 Negativa -0.22 2.02 169.612 70
IBGM ISH EURGOBO 7-10 2.60 0.00 Negativa -0.58 2.58 209.289 66
SE15 ISH EUROCOBO 1-5 1.65 0.00 Positiva Elevata -0.85 1.01 109.553 31
IHYU ISH HIGH YI CAP 10.33 0.17 Positiva -5.20 3.36 87.106 48
IHYG ISH IBOXX EU HY 4.52 0.13 Positiva Elevata -3.29 1.57 101.941 43
IEMB ISH JPM EMBI $ 6.58 0.10 Positiva -1.19 2.66 90.942 55
IEEM ISH MSCI EM MKTS 21.97 0.84 Positiva -3.64 6.65 33.718 53
IMEU ISH MSCI EUROPE 17.42 0.53 Positiva Elevata -10.13 5.96 22.400 43
IJPE ISH MSCI JAP HED 21.47 0.89 Positiva Elevata -19.85 6.05 46.683 39
SJPA ISH MSCI JAPAN 17.78 0.68 Positiva Elevata -13.95 5.92 34.745 45
MVOL ISH MSCI W MIN V 14.11 0.29 Positiva -6.70 3.76 38.321 43
IWDE ISH MSCI WOR HED 18.09 0.71 Positiva Elevata -13.83 6.36 48.930 43
SWDA ISH MSCI WORLD 18.03 0.67 Positiva Elevata -12.16 6.16 45.826 43
IWRD ISH MSCI WORLD 18.33 0.65 Positiva Elevata -12.80 6.38 37.227 42
IUSE ISH S&P 500 HED 20.20 0.73 Positiva Elevata -14.51 6.31 59.786 41
IMIB ISH S&P/MIB 21.11 0.71 Positiva Elevata -11.93 6.94 11.729 49
IUSA ISH SP500 20.24 0.69 Positiva Elevata -13.86 5.78 23.206 41
EXSA ISH STXX600 17.59 0.59 Positiva Elevata -10.63 5.93 35.320 43
IBTM ISH USDTRBOND710 7.61 -0.17 Negativa Elevata -3.05 3.72 164.464 57
BTP1S LYX BTP SHORT 10.88 -0.17 Positiva -9.48 1.82 46.861 34
EMGI LYX EMTS GLOBAL 2.59 0.00 Negativa -0.68 2.54 177.084 67
MSE LYX ESX 50 17.49 0.61 Positiva Elevata -11.52 5.32 30.928 41
ETFMIB LYX SP/MIB 19.72 0.73 Positiva Elevata -10.16 6.81 18.944 49
XMES50 XM EURO STOXX 50 17.04 0.56 Positiva Elevata -10.96 5.52 99.040 42
XMMIB XM FTSE MIB 19.90 0.74 Positiva Elevata -9.25 6.89 72.349 51
XMNAS XM NASDAQ 100 24.71 0.99 Positiva Elevata -15.81 6.74 330.883 43
Media mercato Media mercato
    31.2 0.3          
Etf/Etc: analisi statistica per i 60 piu' liquidi