Vaneck Vectors Moodys Etf Alpha and Beta Analysis
| MBBB Etf | USD 20.69 0.18 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Vectors Moodys. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Vectors over a specified time horizon. Remember, high VanEck Vectors' 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 VanEck Vectors' market risk premium analysis include:
Beta 0.29 | Alpha (0.04) | Risk 0.35 | Sharpe Ratio (0.08) | Expected Return (0.03) |
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.
VanEck |
VanEck Vectors Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Vectors market risk premium is the additional return an investor will receive from holding VanEck Vectors 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 VanEck Vectors. 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 VanEck Vectors' performance over market.| α | -0.04 | β | 0.29 |
VanEck Vectors 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 VanEck Vectors' Buy-and-hold return. Our buy-and-hold chart shows how VanEck Vectors performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck Vectors Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck Vectors etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VanEck Vectors shares will generate the highest return on investment. By understating and applying VanEck Vectors etf market price indicators, traders can identify VanEck Vectors position entry and exit signals to maximize returns.
VanEck Vectors Return and Market Media
The median price of VanEck Vectors for the period between Tue, Jan 16, 2024 and Mon, Apr 15, 2024 is 21.04 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 21.03, and mean deviation of 0.09. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Trading Report - Stock Traders Daily | 01/25/2024 |
2 | Investment Analysis and Advice - Stock Traders Daily | 02/16/2024 |
3 | VanEck Moodys Analytics BBB Corporate Bond ETF Trading 0 percent Higher - AmericanBankingNEWS | 02/29/2024 |
4 | Investment Report - Stock Traders Daily | 03/28/2024 |
About VanEck Vectors 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 VanEck or other etfs. Alpha measures the amount that position in VanEck Vectors Moodys 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 VanEck Vectors 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, VanEck Vectors' short interest history, or implied volatility extrapolated from VanEck Vectors options trading.
Build Portfolio with VanEck Vectors
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out VanEck Vectors Backtesting, Portfolio Optimization, VanEck Vectors Correlation, VanEck Vectors Hype Analysis, VanEck Vectors Volatility, VanEck Vectors History and analyze VanEck Vectors Performance. Note that the VanEck Vectors Moodys information on this page should be used as a complementary analysis to other VanEck Vectors' 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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
VanEck Vectors 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.