Vaneck Etf Alpha and Beta Analysis

RTH
 Etf
  

USD 176.13  2.83  1.63%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vaneck Retail ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vaneck Retail over a specified time horizon. Remember, high Vaneck Retail's 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.
Additionally, take a look at Vaneck Retail Backtesting, Portfolio Optimization, Vaneck Retail Correlation, Vaneck Retail Hype Analysis, Vaneck Retail Volatility, Vaneck Retail History and analyze Vaneck Retail Performance.
  
Please note that although Vaneck Retail 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., DOW index.) So in this particular case, Vaneck Retail did 0.040984  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 Retail ETF etf's relative risk over its benchmark. Vaneck Retail ETF has a beta of 1.21  . Let's try to break down what Vaneck's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vaneck Retail will likely underperform.
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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 Retail Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vaneck Retail market risk premium is the additional return an investor will receive from holding Vaneck Retail 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 Retail. 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 Retail's performance over market.
α0.040984   β1.21
90 days against DJI

Vaneck Retail 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 Retail's Buy-and-hold return. Our buy-and-hold chart shows how Vaneck Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vaneck Retail Market Price Analysis

Market price analysis indicators help investors to evaluate how Vaneck Retail 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 Retail shares will generate the highest return on investment. By understating and applying Vaneck Retail etf market price indicators, traders can identify Vaneck Retail position entry and exit signals to maximize returns.

Vaneck Retail Return and Market Media

The median price of Vaneck Retail for the period between Sat, May 14, 2022 and Fri, Aug 12, 2022 is 159.6 with a coefficient of variation of 4.35. The daily time series for the period is distributed with a sample standard deviation of 6.95, arithmetic mean of 159.71, and mean deviation of 5.61. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Vaneck Retail 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Vaneck Retail ETF 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.

Vaneck Retail Investors Sentiment

The influence of Vaneck Retail's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vaneck. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Retail 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 Retail's short interest history, or implied volatility extrapolated from Vaneck Retail options trading.

Build Portfolio with Vaneck Retail

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Vaneck Retail Backtesting, Portfolio Optimization, Vaneck Retail Correlation, Vaneck Retail Hype Analysis, Vaneck Retail Volatility, Vaneck Retail History and analyze Vaneck Retail Performance. Note that the Vaneck Retail ETF information on this page should be used as a complementary analysis to other Vaneck Retail's 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Vaneck Etf analysis

When running Vaneck Retail ETF price analysis, check to measure Vaneck Retail's 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 Retail is operating at the current time. Most of Vaneck Retail's value examination focuses on studying past and present price action to predict the probability of Vaneck Retail's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vaneck Retail's price. Additionally, you may evaluate how the addition of Vaneck Retail to your portfolios can decrease your overall portfolio volatility.
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Vaneck Retail technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Vaneck Retail technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vaneck Retail trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...