USAA Core Alpha and Beta Analysis Overview

UITB -- USA Etf  

USD 48.71  0.01  0.0205%

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
Symbol
Run Premiums

USAA Core Market Premiums

α0.011439β0.02
30 days against DJI
Risk Adjusted Performance  

0.0116

Jensen Alpha  

0.0073

Total Risk Alpha  

0.028685

Sortino Ratio  

0.87

Treynor Ratio  

0.006782

USAA Core expected buy-and-hold returns

USAA Core Market Price Analysis

USAA Core Return and Market Media

The median price of USAA Core for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 48.59 with a coefficient of variation of 0.21. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 48.59, and mean deviation of 0.08. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - UITB

USAA Core Intermediate Investor Sentiment
Macroaxis portfolio users are unemotional in their outlook on investing in USAA Core Intermediate Term Bond ETF. What is your outlook on investing in USAA Core Intermediate Term Bond ETF? Are you bullish or bearish?
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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. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.