Virtus LifeSci Alpha and Beta Analysis

Virtus LifeSci Biotech Clinical Trls ETF -- USA Etf  

USD 34.45  0.19  0.55%

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
Run Premiums

Virtus LifeSci Market Premiums

α (average alpha)=0.23    β (beta)=0.56    
30 days against DJI
Risk Adjusted Performance  0.1872Jensen Alpha  0.203Total Risk Alpha  0.3256Sortino Ratio  0.2258Treynor Ratio  0.55

Virtus LifeSci expected buy-and-hold returns


Virtus LifeSci Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Virtus LifeSci Return and Market Media

The median price of Virtus LifeSci for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 34.28 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 34.25, and mean deviation of 0.68. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)