Virtus LifeSci Alpha and Beta Analysis Overview

BBC -- USA Etf  

USD 34.45  0.63  1.80%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Virtus LifeSci Market Premiums

α0.05β1.09
30 days against DJI
Risk Adjusted Performance  

0.0568

Jensen Alpha  

0.019109

Total Risk Alpha  

0.32

Sortino Ratio  

0.001191

Treynor Ratio  

0.1317

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, Aug 25, 2018 and Mon, Sep 24, 2018 is 34.2371 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 34.31, and mean deviation of 0.56. 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 Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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