With this equity back-testing module your can estimate the performance of a buy and hold strategy of Virtus LifeSci Biotech Products ETF and determine expected loss or profit from investing in Virtus LifeSci over given investment horizon. 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.
|Horizon||30 Days Login to change|
Virtus LifeSci 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in Virtus LifeSci on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Virtus LifeSci Biotech Products 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 Fidelity MSCI. 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 too volatile. Virtus LifeSci Biotech owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0966 which indicates Virtus LifeSci Biotech had -0.0966% 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 Products ETF exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Virtus LifeSci Coefficient Of Variation of
(1,599) and Risk Adjusted Performance of (0.08) to confirm risk estimate we provide. The entity has beta of 1.3796 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Virtus LifeSci will likely underperform.. 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 Products ETF exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.56)|
|Spearman Rank Test||0.05|
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
Plot and analyze your portfolio and positions against risk-return landscape of the market.
|All Next||Launch Efficient Frontier|
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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.