VanEck IBoxx (Netherlands) Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck iBoxx EUR. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck IBoxx over a specified time horizon. Remember, high VanEck IBoxx'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 VanEck IBoxx's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 IBoxx Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck IBoxx market risk premium is the additional return an investor will receive from holding VanEck IBoxx 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 IBoxx. 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 IBoxx's performance over market.| α | 0.00 | β | 0.00 |
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 IBoxx 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 IBoxx's short interest history, or implied volatility extrapolated from VanEck IBoxx options trading.
Build Portfolio with VanEck IBoxx
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
Other Information on Investing in VanEck Etf
VanEck IBoxx financial ratios help investors to determine whether VanEck Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VanEck with respect to the benefits of owning VanEck IBoxx security.