# VanEck Etf Alpha and Beta Analysis

GOAT | Etf | ## USD 34.58 0.01 0.0289% |

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Vectors Morningstar. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Vectors over a specified time horizon. Remember, high VanEck Vectors' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.

Please check VanEck Vectors Backtesting, Portfolio Optimization, VanEck Vectors Correlation, VanEck Vectors Hype Analysis, VanEck Vectors Volatility, VanEck Vectors History and analyze VanEck Vectors Performance. VanEck |

Please note that although VanEck Vectors alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, VanEck Vectors did 0.09 better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of VanEck Vectors Morningstar etf's relative risk over its benchmark. VanEck Vectors Morni has a beta of 0.0208 . Let's try to break down what VanEck's beta means in this case. As returns on the market increase, VanEck Vectors returns are expected to increase less than the market. However, during the bear market, the loss on holding VanEck Vectors will be expected to be smaller as well.

. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

## VanEck Vectors Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Vectors market risk premium is the additional return an investor will receive from holding VanEck Vectors long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in VanEck Vectors. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate VanEck Vectors' performance over market.α | 0.09 | β | 0.0208 |

90 days against NYA

## VanEck Vectors expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of VanEck Vectors' Buy-and-hold return. Our buy-and-hold chart shows how VanEck Vectors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.## VanEck Vectors Market Price Analysis

Market price analysis indicators help investors to evaluate how VanEck Vectors etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VanEck Vectors shares will generate the highest return on investment. By understating and applying VanEck Vectors etf market price indicators, traders can identify VanEck Vectors position entry and exit signals to maximize returns.

## VanEck Vectors Return and Market Media

The median price of VanEck Vectors for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 31.4 with a coefficient of variation of 4.85. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 31.51, and mean deviation of 1.29. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |

Timeline |

## About VanEck Vectors Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including VanEck or other etfs. Alpha measures the amount that position in VanEck Vectors Morni has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards VanEck Vectors in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, VanEck Vectors' short interest history, or implied volatility extrapolated from VanEck Vectors options trading.

## Build Portfolio with VanEck Vectors

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.## Build Diversified Portfolios

### Align your risk with return expectations

Please check VanEck Vectors Backtesting, Portfolio Optimization, VanEck Vectors Correlation, VanEck Vectors Hype Analysis, VanEck Vectors Volatility, VanEck Vectors History and analyze VanEck Vectors Performance. Note that the VanEck Vectors Morni information on this page should be used as a complementary analysis to other VanEck Vectors' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

## Complementary Tools for VanEck Etf analysis

When running VanEck Vectors Morni price analysis, check to measure VanEck Vectors' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VanEck Vectors is operating at the current time. Most of VanEck Vectors' value examination focuses on studying past and present price action to predict the probability of VanEck Vectors' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VanEck Vectors' price. Additionally, you may evaluate how the addition of VanEck Vectors to your portfolios can decrease your overall portfolio volatility.

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