Voya Infrastructure Industrials Etf Alpha and Beta Analysis
| IDE Etf | USD 10.30 0.03 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Voya Infrastructure Industrials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Voya Infrastructure over a specified time horizon. Remember, high Voya Infrastructure'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 Voya Infrastructure's market risk premium analysis include:
Beta 0.68 | Alpha 0.0412 | Risk 0.7 | Sharpe Ratio 0.15 | Expected Return 0.11 |
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.
Voya |
Voya Infrastructure Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Voya Infrastructure market risk premium is the additional return an investor will receive from holding Voya Infrastructure 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 Voya Infrastructure. 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 Voya Infrastructure's performance over market.| α | 0.04 | β | 0.68 |
Voya Infrastructure 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 Voya Infrastructure's Buy-and-hold return. Our buy-and-hold chart shows how Voya Infrastructure performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Voya Infrastructure Market Price Analysis
Market price analysis indicators help investors to evaluate how Voya Infrastructure etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Voya Infrastructure shares will generate the highest return on investment. By understating and applying Voya Infrastructure etf market price indicators, traders can identify Voya Infrastructure position entry and exit signals to maximize returns.
Voya Infrastructure Return and Market Media
The median price of Voya Infrastructure for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 9.91 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 9.97, and mean deviation of 0.24. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Endogenex Receives IDE Approval to Initiate Pivotal Clinical Study | 01/30/2024 |
2 | NECTO Studio 6.0 Enables Developers to Bring Circuits to Life | 02/02/2024 |
3 | SPINEART COMPLETES ENROLLMENT IN THE BAGUERAC IDE TRIAL FOR TWO-LEVEL CERVICAL DISC REPLACEMENT | 03/08/2024 |
4 | Voya Global Advantage and Premium Opportunity Fund Voya Infrastructure, Industrials and Materials Fund Declare Quarterly Distributions | 03/15/2024 |
5 | InspireMD Announces Abstract of One-Year Follow-Up Results from theC-GUARDIANS U.S. Investigational Device Exemption Clinical Trial Accepted for Presentation at... | 03/26/2024 |
6 | Acquisition by Weber Mark of 1700 shares of Voya Infrastructure at 17.066 subject to Rule 16b-3 | 03/28/2024 |
7 | Concept Medical recibe la aprobacin IDE de la FDA de EE.UU. para la indicacin de MagicTouch AVF | 04/02/2024 |
8 | Insider Trading | 04/08/2024 |
9 | Voya Global Advantage and Premium Opportunity Fund Voya Infrastructure, Industrials and Materials Fund Announces Payment of Quarterly Distribution | 04/16/2024 |
About Voya Infrastructure 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 Voya or other etfs. Alpha measures the amount that position in Voya Infrastructure 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 Voya Infrastructure 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, Voya Infrastructure's short interest history, or implied volatility extrapolated from Voya Infrastructure options trading.
Build Portfolio with Voya Infrastructure
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Align your risk with return expectations
Check out Voya Infrastructure Backtesting, Portfolio Optimization, Voya Infrastructure Correlation, Voya Infrastructure Hype Analysis, Voya Infrastructure Volatility, Voya Infrastructure History and analyze Voya Infrastructure Performance. Note that the Voya Infrastructure information on this page should be used as a complementary analysis to other Voya Infrastructure'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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Voya Infrastructure 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.