Virtus LifeSci Alpha and Beta Analysis Overview

BBC -- USA Etf  

USD 35.10  0.04  0.11%

This module allows you to check different measures of market premium for Virtus LifeSci Biotech Clinical Trls ETF as well as systematic risk associated with investing in Virtus LifeSci over a specified time horizon. Check also Virtus LifeSci Backtesting, Portfolio Optimization, Virtus LifeSci Correlation, Virtus LifeSci Hype Analysis, Virtus LifeSci Volatility, Virtus LifeSci History and analyze Virtus LifeSci Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Virtus LifeSci Market Premiums

α0.29β0.29
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.1521

Treynor Ratio  

0.0

Virtus LifeSci expected buy-and-hold returns

Virtus LifeSci Market Price Analysis

Virtus LifeSci Return and Market Media

The median price of Virtus LifeSci for the period between Sat, May 19, 2018 and Mon, Jun 18, 2018 is 34.43 with a coefficient of variation of 1.94. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 34.26, and mean deviation of 0.6. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BBC

Virtus LifeSci Biotech Investor Sentiment
Greater number of Macroaxis users are currently bullish on Virtus LifeSci Biotech Clinical Trls ETF. What is your outlook on investing in Virtus LifeSci Biotech Clinical Trls ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Check also Virtus LifeSci Backtesting, Portfolio Optimization, Virtus LifeSci Correlation, Virtus LifeSci Hype Analysis, Virtus LifeSci Volatility, Virtus LifeSci History and analyze Virtus LifeSci Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.