Virtus LifeSci Alpha and Beta Analysis Overview

BBP -- USA Etf  

USD 41.84  0.0035  0.0084%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Virtus LifeSci Market Premiums

α0.09β0.84
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.17

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

0.27

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 Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 43.8179 with a coefficient of variation of 4.09. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 43.26, and mean deviation of 1.48. 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
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Search macroaxis.com