USAA Core Alpha and Beta Analysis

USAA Core Intermediate Term Bond ETF -- USA Etf  

USD 48.82  0.11  0.23%

This module allows you to check different measures of market premium for USAA Core Intermediate Term Bond ETF as well as systematic risk associated with investing in USAA Core over a specified time horizon. Also please take a look at USAA Core Backtesting, Portfolio Optimization, USAA Core Correlation, USAA Core Hype Analysis, USAA Core Volatility, USAA Core History and analyze USAA Core Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

USAA Core Market Premiums

α (average alpha)=0.01    β (beta)=0.03    
30 days against DJI
Risk Adjusted Performance  0.11Jensen Alpha  0.019154Total Risk Alpha  0.0022Sortino Ratio  0.0Treynor Ratio  2.65

USAA Core expected buy-and-hold returns


USAA Core 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

USAA Core Return and Market Media

The median price of USAA Core for the period between Thu, Feb 22, 2018 and Sat, Mar 24, 2018 is 48.89 with a coefficient of variation of 0.15. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 48.88, and mean deviation of 0.06. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)