Virtus LifeSci Alpha and Beta Analysis Overview

BBP -- USA Etf  

USD 46.33  0.20  0.44%

This module allows you to check different measures of market premium for Virtus LifeSci Biotech Products 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
Symbol
Run Premiums

Virtus LifeSci Market Premiums

α0.17β0.4
30 days against DJI
Risk Adjusted Performance  

0.0248

Jensen Alpha  

0.06

Total Risk Alpha  

0.26

Sortino Ratio  

0.046224

Treynor Ratio  

0.048

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 Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 45.78 with a coefficient of variation of 2.41. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 45.38, and mean deviation of 0.93. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - BBP

Virtus LifeSci Biotech Investor Sentiment
Greater number of Macroaxis users are currently bullish on Virtus LifeSci Biotech Products ETF. What is your outlook on investing in Virtus LifeSci Biotech Products 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 Managers module to screen money managers from public funds and etfs managed around the world.
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