AdvisorShares Dorsey Wright FSM All Cap World ETF chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to AdvisorShares Dorsey Wright FSM All Cap World ETF:

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 AdvisorShares Dorsey Wright FSM All Cap World ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on AdvisorShares Dorsey Wright FSM All Cap World ETF

Here is the result of two systematic investment strategies applied to AdvisorShares Dorsey Wright FSM All Cap World ETF. 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 AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows the equity curve of the two systematic investment strategies applied to AdvisorShares Dorsey Wright FSM All Cap World ETF:

AdvisorShares Dorsey Wright FSM All Cap World ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 19.04% on the backtest period.

Performance at glance

Performance

19.04 %

Latent gain

193.51 $

Invested capital

1016.18 $

Annualized return

9.81 %
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Momentum strategy results on AdvisorShares Dorsey Wright FSM All Cap World ETF

This is the result of two momentum investment strategies applied to AdvisorShares Dorsey Wright FSM All Cap World ETF. 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 AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows all the entries opened by the momentum investment system on AdvisorShares Dorsey Wright FSM All Cap World ETF:

AdvisorShares Dorsey Wright FSM All Cap World ETF momentum entries
  • The first momentum investment strategy would give 23.11% of return on AdvisorShares Dorsey Wright FSM All Cap World ETF. That represents 651.99$ of latent gain with 2820.97$ of employed capital.
  • The second momentum investment strategy would give 17.98% of return on AdvisorShares Dorsey Wright FSM All Cap World ETF. That represents 315.14$ of latent gain with 1753.02$ of employed capital.
Performance at glance (1Q Momentum)

Performance

23.11 %

Latent gain

651.99 $

Invested capital

2820.97 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

17.98 %

Latent gain

315.14 $

Invested capital

1753.02 $

Annualized return

12.32 %

Momentum equity curve on AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows the equity curve of the two momentum strategies applied to AdvisorShares Dorsey Wright FSM All Cap World ETF:

AdvisorShares Dorsey Wright FSM All Cap World ETF momentum equity

Note: the dividends potentially given by AdvisorShares Dorsey Wright FSM All Cap World ETF 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 AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows the employed capital evolution of the two momentum strategies on AdvisorShares Dorsey Wright FSM All Cap World ETF since the beginning:

AdvisorShares Dorsey Wright FSM All Cap World ETF

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 AdvisorShares Dorsey Wright FSM All Cap World ETF

Buy the dip entry openings on AdvisorShares Dorsey Wright FSM All Cap World ETF

AdvisorShares Dorsey Wright FSM All Cap World ETF

The performance achieved by the robo-advisor on AdvisorShares Dorsey Wright FSM All Cap World ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows AdvisorShares Dorsey Wright FSM All Cap World ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of AdvisorShares Dorsey Wright FSM All Cap World ETF, 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 AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows the result of the investment strategy applied to AdvisorShares Dorsey Wright FSM All Cap World ETF:

AdvisorShares Dorsey Wright FSM All Cap World ETF

Note: the dividends potentially given by AdvisorShares Dorsey Wright FSM All Cap World ETF 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 AdvisorShares Dorsey Wright FSM All Cap World ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on AdvisorShares Dorsey Wright FSM All Cap World ETF:

AdvisorShares Dorsey Wright FSM All Cap World ETF

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 AdvisorShares Dorsey Wright FSM All Cap World ETF

In this section, I will compare the three previous investment strategies applied to AdvisorShares Dorsey Wright FSM All Cap World ETF.

Equity curve comparison on AdvisorShares Dorsey Wright FSM All Cap World ETF

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

AdvisorShares Dorsey Wright FSM All Cap World ETF investment strategy comparison

Employed capital comparison on AdvisorShares Dorsey Wright FSM All Cap World ETF

AdvisorShares Dorsey Wright FSM All Cap World ETF investment comparison

Performance comparison on AdvisorShares Dorsey Wright FSM All Cap World ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 19.04% 193.51$ 1016.18$ 9.81%
Momentum 1 quarter 23.11% 651.99$ 2820.97$ 13.59%
Momentum 2 quarters 17.98% 315.14$ 1753.02$ 12.32%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

9.81 %

Momentum 1Q

12.32 %

Momentum 2Q

12.32 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with AdvisorShares Dorsey Wright FSM All Cap World ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • Salisbury Bancorp Inc
  • CYMBRIA CORPORATION CL A

  • Note: The algorithm computes the probability of correlation between AdvisorShares Dorsey Wright FSM All Cap World ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of AdvisorShares Dorsey Wright FSM All Cap World ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name AdvisorShares Dorsey Wright FSM All Cap World ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange XNAS
    Ticker DWAW
    Market www.nasdaq.com

    AdvisorShares Dorsey Wright FSM All Cap World ETF 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