USAA Core Alpha and Beta Analysis

USAA Core Intermediate-Term Bond -- USA Etf  

USD 49.87  0.03  0.0602%

This module allows you to check different measures of market premium for USAA Core Intermediate-Term Bond 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

α (average alpha)=0.03    β (beta)=0.0023    
30 days against DJI
Risk Adjusted Performance  (0.1)Jensen Alpha  (0.024625)Total Risk Alpha  (0.14)Sortino Ratio  0.0Treynor Ratio  0.4732

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 Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 50.06 with a coefficient of variation of 0.3. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 50.05, and mean deviation of 0.13. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline