VanEck Vectors Alpha and Beta Analysis

VanEck Vectors Biotech ETF -- USA Etf  

USD 126.71  0.48  0.38%

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
Run Premiums

VanEck Vectors Market Premiums

α (average alpha)=0.070008    β (beta)=0.49    
30 days against DJI
Risk Adjusted Performance  0.0832Jensen Alpha  0.0693Total Risk Alpha  0.059Sortino Ratio  0.0528Treynor Ratio  1.20

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 Thu, Feb 15, 2018 and Sat, Mar 17, 2018 is 124.2201 with a coefficient of variation of 1.77. The daily time series for the period is distributed with a sample standard deviation of 2.2, arithmetic mean of 124.06, and mean deviation of 1.72. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)