VanEck Vectors Alpha and Beta Analysis Overview

BBH -- USA Etf  

USD 122.09  0.05  0.041%

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

α0.23β0.00
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

VanEck Vectors expected buy-and-hold returns

VanEck Vectors Market Price Analysis

VanEck Vectors Return and Market Media

The median price of VanEck Vectors for the period between Sat, May 26, 2018 and Mon, Jun 25, 2018 is 120.45 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 1.79, arithmetic mean of 119.98, and mean deviation of 1.51. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BBH

VanEck Vectors Biotech Investor Sentiment
Greater number of Macroaxis users are currently bullish on VanEck Vectors Biotech ETF. What is your outlook on investing in VanEck Vectors Biotech ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.