VanEck Vectors Alpha and Beta Analysis

VanEck Vectors Biotech ETF -- USA Etf  

USD 128.83  0.23  0.18%

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

VanEck Vectors Market Premiums

α (average alpha)=0.36    β (beta)=1.05    
30 days against DJI
Risk Adjusted Performance  0.0651Jensen Alpha  0.3884Total Risk Alpha  (0.35)Sortino Ratio  (0.13)Treynor Ratio  (0.1)

VanEck Vectors expected buy-and-hold returns

   

VanEck Vectors 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

VanEck Vectors Return and Market Media

The median price of VanEck Vectors for the period between Tue, Dec 19, 2017 and Thu, Jan 18, 2018 is 126.96 with a coefficient of variation of 1.3. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 126.98, and mean deviation of 1.5. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline