Virtus LifeSci Hype Analysis, Virtus LifeSci Correlation, Portfolio Optimization, Virtus LifeSci Volatility as well as analyze Virtus LifeSci Alpha and Beta and Virtus LifeSci Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Virtus LifeSci Biotech Clinical Trls ETF and determine expected loss or profit from investing in Virtus LifeSci over given investment horizon. Check also
|Horizon||30 Days Login to change|
Virtus LifeSci 'What if' Analysis
November 19, 20180.00
January 18, 20190.00
If you would invest 0.00 in Virtus LifeSci on November 19, 2018 and sell it all today you would earn a total of 0.00 from holding Virtus LifeSci Biotech Clinical Trls ETF or generate 0.0% return on investment in Virtus LifeSci over 60 days. Virtus LifeSci is related to or competes with Health Care, Vanguard Health, iShares Nasdaq, SPDR SP, iShares US, First Trust, and iShares US. The investment seeks investment results that correspond, before fees and expenses, to the price and yield performance of...
Virtus LifeSci Upside/Downside Indicators
Virtus LifeSci Market Premium Indicators
Virtus LifeSci Biotech Backtested Returns
Macroaxis considers Virtus LifeSci to be not very risky. Virtus LifeSci Biotech owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0015 which indicates the organization had -0.0015% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Virtus LifeSci Biotech Clinical Trls ETF exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Virtus LifeSci Risk Adjusted Performance of
(0.025014) and Coefficient Of Variation of (6,952) to confirm risk estimate we provide. The entity has beta of 0.7392 which indicates as returns on market increase, Virtus LifeSci returns are expected to increase less than the market. However during bear market, the loss on holding Virtus LifeSci will be expected to be smaller as well. Even though it is essential to pay attention to Virtus LifeSci Biotech current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Virtus LifeSci Biotech Clinical Trls ETF exposes twenty-six different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.41)|
|Spearman Rank Test||-0.31|
Virtus LifeSci Biotech lagged returns against current returns
Current and Lagged Values
Virtus LifeSci regressed lagged prices vs. current prices
Current vs Lagged Prices
Virtus LifeSci Lagged Returns
Check also Virtus LifeSci Hype Analysis, Virtus LifeSci Correlation, Portfolio Optimization, Virtus LifeSci Volatility as well as analyze Virtus LifeSci Alpha and Beta and Virtus LifeSci Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.