Vaneck Etf Trust Etf Alpha and Beta Analysis
| DGIN Etf | USD 43.21 0.21 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck ETF Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck ETF over a specified time horizon. Remember, high VanEck ETF'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 ETF's market risk premium analysis include:
Beta 0.72 | Alpha (0.08) | Risk 0.99 | Sharpe Ratio (0.03) | 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 ETF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck ETF market risk premium is the additional return an investor will receive from holding VanEck ETF 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 ETF. 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 ETF's performance over market.| α | -0.08 | β | 0.72 |
VanEck ETF 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 ETF's Buy-and-hold return. Our buy-and-hold chart shows how VanEck ETF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck ETF Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck ETF 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 ETF shares will generate the highest return on investment. By understating and applying VanEck ETF etf market price indicators, traders can identify VanEck ETF position entry and exit signals to maximize returns.
VanEck ETF Return and Market Media
The median price of VanEck ETF for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 44.45 with a coefficient of variation of 2.02. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 44.37, and mean deviation of 0.74. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 15000 shares by Santora Greg J of VanEck ETF at 16.15 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 15000 shares by Mcguire James of VanEck ETF at 16.15 subject to Rule 16b-3 | 10/02/2024 |
3 | Acquisition by Mcguire James of 15000 shares of VanEck ETF at 19.0 subject to Rule 16b-3 | 11/08/2024 |
About VanEck ETF 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 ETF Trust 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 ETF 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 ETF's short interest history, or implied volatility extrapolated from VanEck ETF options trading.
Build Portfolio with VanEck ETF
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
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Check out VanEck ETF Backtesting, Portfolio Optimization, VanEck ETF Correlation, VanEck ETF Hype Analysis, VanEck ETF Volatility, VanEck ETF History and analyze VanEck ETF Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
VanEck ETF 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.