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Economatica

1) The document provides projections for various assets including their current and target prices, projected nominal and risk-adjusted returns, and historical correlations between April 17, 2021 and April 17, 2020. 2) Directions bear funds targeting oil & gas and energy are projected to have the highest nominal returns but also the highest risk. 3) Treasury bull funds and broad market ETFs like the S&P 500 ETF are expected to have more modest returns but lower risk.

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Nicolas Valencia
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© © All Rights Reserved
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54 views6 pages

Economatica

1) The document provides projections for various assets including their current and target prices, projected nominal and risk-adjusted returns, and historical correlations between April 17, 2021 and April 17, 2020. 2) Directions bear funds targeting oil & gas and energy are projected to have the highest nominal returns but also the highest risk. 3) Treasury bull funds and broad market ETFs like the S&P 500 ETF are expected to have more modest returns but lower risk.

Uploaded by

Nicolas Valencia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Proyecciones Economatica

Proyecciones para: 17/04/2021

Sector EBITDA
Cotización Retorno proyectado % Riesgo % Tracking error % Economatica Mas reciente
en moneda orig
Activos Clase en miles
de 12 meses
Actual Target Nominal Activo En el período Anual En el período Anual consolid:si*

1 Direxion Daily S&P Oil&Gas Exp&Prod Bear12,13


3x Shrs 14,544 19,90 12,10 126,78 126,78 139,62 139,62 - -
2 Direxion Energy Bear 3x Shares 77,55 85,998 10,89 3,68 92,13 92,13 109,63 109,63 - -
3 Direxion Daily 30-Yr Treasury Bull 3x Shrs 44,06 57,919 31,45 22,90 42,61 42,61 55,21 55,21 - -
4 ProShares UltraShort Oil & Gas 64,12 73,453 14,56 7,10 63,85 63,85 81,64 81,64 - -
5 Global X Funds Global X Fintech ETF 26,93 31,937 18,59 10,87 27,28 27,28 12,85 12,85 - -
6 SPDR S&P 500 ETF 286,64 312,47 9,01 1,92 20,98 20,98 1,30 1,30 - -
7 Vanguard Information Technology ETF 235,57 287,67 22,11 14,17 26,17 26,17 8,89 8,89 - -
8 SPDR Consumer Discretionary Select Sector
112,93 124,66 10,39 3,20 22,04 22,04 7,53 7,53 - -
9 iShares 7-10 Year Treasury 121,75 129,83 6,63 -0,31 5,64 5,64 24,66 24,66 - -
10 First Trust Nasdaq-100 Technology Index 94,62 111,51 17,85 10,18 27,25 27,25 11,72 11,72 - -

Risk free
11 T-Bond 10 yrs 0,65 -5,90 0,00 0,00 21,48 21,48

Benchmark
S&P 500 2.874,56 3.074,68 6,96 0,00 21,48 21,48 0,00 0,00
Proyecciones Economatica
Proyecciones para: 17/04/2021

Retorno
del cierre
en 1 mes
Activos Clase (de 17Mar20
hasta 17Abr20)
en moneda orig
ajust p/var cap

1 Direxion Daily S&P Oil&Gas Exp&Prod Bear


-53,51
3x Shrs
2 Direxion Energy Bear 3x Shares -65,94
3 Direxion Daily 30-Yr Treasury Bull 3x Shrs 24,79
4 ProShares UltraShort Oil & Gas -52,59
5 Global X Funds Global X Fintech ETF 15,83
6 SPDR S&P 500 ETF 14,05
7 Vanguard Information Technology ETF 16,93
8 SPDR Consumer Discretionary Select Sector
22,31
9 iShares 7-10 Year Treasury 3,80
10 First Trust Nasdaq-100 Technology Index 18,58

Risk free
11 T-Bond 10 yrs

Benchmark
S&P 500
Direxion Daily S&P Oil&Gas Exp&Prod Be

Direxion Daily 30-Yr Treasury Bull 3x Shrs

First Trust Nasdaq-100 Technology Index


SPDR Consumer Discretionary Select Se
Vanguard Information Technology ETF
Global X Funds Global X Fintech ETF
Correlaciones Economatica

Direxion Energy Bear 3x Shares

ProShares UltraShort Oil & Gas

iShares 7-10 Year Treasury


SPDR S&P 500 ETF
Inicio: Fin:
Presencia Activos Clase
17/04/2017 17/04/2020
ok ok 99,9 Direxion Daily S&P Oil&Gas Exp&Prod1,0
Bear 3x Shrs
0,8418 0,2385 0,8454 -0,4953 -0,5569 -0,4845 -0,5132 0,2578 -0,4878
ok ok 100,0 Direxion Energy Bear 3x Shares 0,8418 1,0 0,2981 0,9933 -0,6993 -0,78 -0,679 -0,7278 0,3415 -0,6677
ok ok 100,0 Direxion Daily 30-Yr Treasury Bull 3x0,2385
Shrs 0,2981 1,0 0,3179 -0,2965 -0,4195 -0,3945 -0,3584 0,9313 -0,3687
ok ok 100,0 ProShares UltraShort Oil & Gas 0,8454 0,9933 0,3179 1,0 -0,6986 -0,7795 -0,6789 -0,7254 0,353 -0,6616
ok ok 99,7 Global X Funds Global X Fintech ETF
-0,4953 -0,6993 -0,2965 -0,6986 1,0 0,8899 0,8983 0,876 -0,3571 0,8681
ok ok 100,0 SPDR S&P 500 ETF -0,5569 -0,78 -0,4195 -0,7795 0,8899 1,0 0,9494 0,9417 -0,472 0,9117
ok ok 100,0 Vanguard Information Technology ETF
-0,4845 -0,679 -0,3945 -0,6789 0,8983 0,9494 1,0 0,9049 -0,4475 0,9643
ok ok 100,0 SPDR Consumer Discretionary Select
-0,5132
Sector -0,7278 -0,3584 -0,7254 0,876 0,9417 0,9049 1,0 -0,4255 0,882
ok ok 100,0 iShares 7-10 Year Treasury 0,2578 0,3415 0,9313 0,353 -0,3571 -0,472 -0,4475 -0,4255 1,0 -0,4389
ok ok 100,0 First Trust Nasdaq-100 Technology -0,4878
Index -0,6677 -0,3687 -0,6616 0,8681 0,9117 0,9643 0,882 -0,4389 1,0
Optimización Economatica

Retorno %
Índices

Retorno % proy 7,44


Riesgo % 4,02

Activos Clase Peso %

1 iShares 7-10 Year Treasury 74,6


2 SPDR S&P 500 ETF 21,8
3 ProShares UltraShort Oil & Gas 3,7
4 Direxion Daily S&P Oil&Gas Exp&Prod Bear0,0
3x Shrs
5 Direxion Energy Bear 3x Shares 0,0
6 Direxion Daily 30-Yr Treasury Bull 3x Shrs 0,0
7 Global X Funds Global X Fintech ETF 0,0
8 Vanguard Information Technology ETF 0,0
9 SPDR Consumer Discretionary Select Sector
0,0
10 First Trust Nasdaq-100 Technology Index 0,0

Risk free
11 T-Bond 10 yrs 0,0

Sector Retorno activo %


Sin clasificación 100,0

EBITDA
Sin clasificación 100,0
Menor o igual que 0,00 0,0
Mayor que 0,00 0,0

Retorno
Menor o igual que 14,94 100,0
Mayor que 14,94 0,0
Restricciones Economatica

min máx vol min máx vol min máx vol min máx vol
1 Direxion Daily S&P Oil&Gas Exp&Prod Bear
0,0 100,0
3x Shrs libre 1,0 30,0 libre 0,0 100,0 libre 0,0 100,0 libre
2 Direxion Energy Bear 3x Shares 0,0 100,0 libre 1,0 30,0 libre 0,0 100,0 libre 0,0 100,0 libre
3 Direxion Daily 30-Yr Treasury Bull 3x Shrs
0,0 100,0 libre 1,0 30,0 libre 0,0 100,0 libre 0,0 100,0 libre
4 ProShares UltraShort Oil & Gas 0,0 100,0 libre 1,0 30,0 libre 0,0 100,0 libre 0,0 100,0 libre
5 Global X Funds Global X Fintech ETF 0,0 100,0 libre 1,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre
6 SPDR S&P 500 ETF 0,0 100,0 libre 1,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre
7 Vanguard Information Technology ETF 0,0 100,0 libre 1,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre
8 SPDR Consumer Discretionary Select Sector
0,0 100,0 libre 1,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre
9 iShares 7-10 Year Treasury 0,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre
10 First Trust Nasdaq-100 Technology Index
0,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre 0,0 100,0 libre

Risk free
11 T-Bond 10 yrs 0,0 0,0 libre 0,0 0,0 libre 0,0 0,0 libre 0,0 0,0 libre

Sector
Sin clasificación libre libre libre libre libre libre libre libre libre libre libre libre

EBITDA
Menor o igual que 0,00 libre libre libre libre libre libre libre libre libre libre libre libre
Mayor que 0,00 libre libre libre libre libre libre libre libre libre libre libre libre
Sin clasificación libre libre libre libre libre libre libre libre libre libre libre libre

Retorno
Menor o igual que 14,94 libre libre libre libre libre libre libre libre libre libre libre libre
Mayor que 14,94 libre libre libre libre libre libre libre libre libre libre libre libre

Suma negativos (cash neutral) libre libre libre libre libre libre libre libre libre libre libre libre
Beta neutral no no no no
Carteras Economatica

Retorno Riesgo
Cantidad Índices
Valor Peso proy en en el
Cartera de
$ % período período
acciones
% % hist -
Retorno anual %
A 0,00 0,0 0,00 - - proy -
Riesgo anual % -
hist -
Activos Clase Sharpe anual
proy -
1 Direxion Daily S&P Oil&Gas Exp&Prod Bear
0,003x Shrs 0,0 0,00 19,90 126,78 $ • 1d • 95% -
2 Direxion Energy Bear 3x Shares 0,00 0,0 0,00 10,89 92,13 $ • 1s • 95% -
VAR parametrico
3 Direxion Daily 30-Yr Treasury Bull 3x Shrs0,00 0,0 0,00 31,45 42,61 $ • 1m • 95% -
4 ProShares UltraShort Oil & Gas 0,00 0,0 0,00 14,56 63,85 $ • 1a • 95% -
5 Global X Funds Global X Fintech ETF 0,00 0,0 0,00 18,59 27,28
6 SPDR S&P 500 ETF 0,00 0,0 0,00 9,01 20,98 Relacionados con el benchmark
7 Vanguard Information Technology ETF 0,00 0,0 0,00 22,11 26,17 hist -
Retorno activo anual %
8 SPDR Consumer Discretionary Select Sector
0,00 0,0 0,00 10,39 22,04 proy -
9 iShares 7-10 Year Treasury 0,00 0,0 0,00 6,63 5,64 Tracking error anual % -
10 First Trust Nasdaq-100 Technology Index0,00 0,0 0,00 17,85 27,25 hist -
Informat ratio anual
proy -
Risk free hist -
Treynor anual %
11 T-Bond 10 yrs 0,00 0,0 - 0,65 0,00 proy -
hist -
Alfa jensen anual %
Sector proy -
Sin clasificación 0,00 0,0 - - - Beta observado -
Beta ponderado -
EBITDA Correlación (r) -
Menor o igual que 0,00 - - - - -
Mayor que 0,00 - - - - -
Sin clasificación 0,00 0,0 - - -

Retorno
Menor o igual que 14,94 0,00 0,0 - - -
Mayor que 14,94 0,00 0,0 0,00 - -

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