ETRACS NYSE Pickens Core Midstream Index ETN due A chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 6.04%
YTD return 6.25%
Beta 3Y 0.00
Total Assets 18.28M
Annual report expense ratio 0.85%

Company description

The securities are senior unsecured medium-term notes issued by UBS with a return linked to the performance of the index. The securities may pay a quarterly coupon during their term. The index measures the performance of the common stock of corporations and units of master limited partnerships (“MLPs”) which represent U.S. midstream energy fundamentals, agnostic of entity structure.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ETRACS NYSE Pickens Core Midstream Index ETN due A:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to ETRACS NYSE Pickens Core Midstream Index ETN due A. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on ETRACS NYSE Pickens Core Midstream Index ETN due A

Here is the result of two systematic investment strategies applied to ETRACS NYSE Pickens Core Midstream Index ETN due A. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the equity curve of the two systematic investment strategies applied to ETRACS NYSE Pickens Core Midstream Index ETN due A:

ETRACS NYSE Pickens Core Midstream Index ETN due A automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 14.31% on the backtest period.

Performance at glance

Performance

14.31 %

Latent gain

214.19 $

Invested capital

1497.21 $

Annualized return

4.36 %
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Momentum strategy results on ETRACS NYSE Pickens Core Midstream Index ETN due A

This is the result of two momentum investment strategies applied to ETRACS NYSE Pickens Core Midstream Index ETN due A. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows all the entries opened by the momentum investment system on ETRACS NYSE Pickens Core Midstream Index ETN due A:

ETRACS NYSE Pickens Core Midstream Index ETN due A momentum entries
  • The first momentum investment strategy would give 23.72% of return on ETRACS NYSE Pickens Core Midstream Index ETN due A. That represents 831.74$ of latent gain with 3506.46$ of employed capital.
  • The second momentum investment strategy would give 11.27% of return on ETRACS NYSE Pickens Core Midstream Index ETN due A. That represents 225.79$ of latent gain with 2003.01$ of employed capital.
Performance at glance (1Q Momentum)

Performance

23.72 %

Latent gain

831.74 $

Invested capital

3506.46 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

11.27 %

Latent gain

225.79 $

Invested capital

2003.01 $

Annualized return

4.03 %

Momentum equity curve on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the equity curve of the two momentum strategies applied to ETRACS NYSE Pickens Core Midstream Index ETN due A:

ETRACS NYSE Pickens Core Midstream Index ETN due A momentum equity

Note: the dividends potentially given by ETRACS NYSE Pickens Core Midstream Index ETN due A are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the employed capital evolution of the two momentum strategies on ETRACS NYSE Pickens Core Midstream Index ETN due A since the beginning:

ETRACS NYSE Pickens Core Midstream Index ETN due A

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on ETRACS NYSE Pickens Core Midstream Index ETN due A

Buy the dip entry openings on ETRACS NYSE Pickens Core Midstream Index ETN due A

ETRACS NYSE Pickens Core Midstream Index ETN due A

The performance achieved by the robo-advisor on ETRACS NYSE Pickens Core Midstream Index ETN due A is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows ETRACS NYSE Pickens Core Midstream Index ETN due A stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ETRACS NYSE Pickens Core Midstream Index ETN due A, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the result of the investment strategy applied to ETRACS NYSE Pickens Core Midstream Index ETN due A:

ETRACS NYSE Pickens Core Midstream Index ETN due A

Note: the dividends potentially given by ETRACS NYSE Pickens Core Midstream Index ETN due A are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the employed capital evolution since the beginning of the investment strategy on ETRACS NYSE Pickens Core Midstream Index ETN due A:

ETRACS NYSE Pickens Core Midstream Index ETN due A

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on ETRACS NYSE Pickens Core Midstream Index ETN due A

In this section, I will compare the three previous investment strategies applied to ETRACS NYSE Pickens Core Midstream Index ETN due A.

Equity curve comparison on ETRACS NYSE Pickens Core Midstream Index ETN due A

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

ETRACS NYSE Pickens Core Midstream Index ETN due A investment strategy comparison

Employed capital comparison on ETRACS NYSE Pickens Core Midstream Index ETN due A

ETRACS NYSE Pickens Core Midstream Index ETN due A investment comparison

Performance comparison on ETRACS NYSE Pickens Core Midstream Index ETN due A

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 14.31% 214.19$ 1497.21$ 4.36%
Momentum 1 quarter 23.72% 831.74$ 3506.46$ 7.8%
Momentum 2 quarters 11.27% 225.79$ 2003.01$ 4.03%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

4.36 %

Momentum 1Q

4.03 %

Momentum 2Q

4.03 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ETRACS NYSE Pickens Core Midstream Index ETN due A:

Note: The algorithm computes the probability of correlation between ETRACS NYSE Pickens Core Midstream Index ETN due A and the other stocks. There may be false positives or some missing correlated stocks. If the price of ETRACS NYSE Pickens Core Midstream Index ETN due A does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name ETRACS NYSE Pickens Core Midstream Index ETN due A
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker PYPE
Market

ETRACS NYSE Pickens Core Midstream Index ETN due A ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown