Victoryshares Thb Mid Etf Alpha and Beta Analysis
| MDCP Etf | USD 27.56 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VictoryShares THB Mid. It also helps investors analyze the systematic and unsystematic risks associated with investing in VictoryShares THB over a specified time horizon. Remember, high VictoryShares THB's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to VictoryShares THB's market risk premium analysis include:
Beta 1.06 | Alpha (0.06) | Risk 0.75 | Sharpe Ratio 0.0268 | Expected Return 0.0202 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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VictoryShares THB Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VictoryShares THB market risk premium is the additional return an investor will receive from holding VictoryShares THB long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in VictoryShares THB. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate VictoryShares THB's performance over market.| α | -0.06 | β | 1.06 |
VictoryShares THB expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of VictoryShares THB's Buy-and-hold return. Our buy-and-hold chart shows how VictoryShares THB performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VictoryShares THB Market Price Analysis
Market price analysis indicators help investors to evaluate how VictoryShares THB etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VictoryShares THB shares will generate the highest return on investment. By understating and applying VictoryShares THB etf market price indicators, traders can identify VictoryShares THB position entry and exit signals to maximize returns.
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VictoryShares THB Return and Market Media
The median price of VictoryShares THB for the period between Sun, Feb 11, 2024 and Sat, May 11, 2024 is 27.5 with a coefficient of variation of 2.0. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 27.51, and mean deviation of 0.46. The Etf received some media coverage during the period. Price Growth (%) |
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1 | Why Truck Manufacturer PACCAR Shares Are Declining Today - PACCAR - Benzinga | 04/30/2024 |
About VictoryShares THB Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including VictoryShares or other etfs. Alpha measures the amount that position in VictoryShares THB Mid has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards VictoryShares THB in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, VictoryShares THB's short interest history, or implied volatility extrapolated from VictoryShares THB options trading.
Build Portfolio with VictoryShares THB
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Check out VictoryShares THB Backtesting, Portfolio Optimization, VictoryShares THB Correlation, VictoryShares THB Hype Analysis, VictoryShares THB Volatility, VictoryShares THB History and analyze VictoryShares THB Performance. Note that the VictoryShares THB Mid information on this page should be used as a complementary analysis to other VictoryShares THB's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
VictoryShares THB technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.