Vaneck Jp Morgan Etf Alpha and Beta Analysis
| EMLC Etf | USD 23.68 0.04 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck JP Morgan. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck JP over a specified time horizon. Remember, high VanEck JP'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 JP's market risk premium analysis include:
Beta (0) | Alpha (0.05) | Risk 0.48 | Sharpe Ratio (0.13) | Expected Return (0.06) |
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 JP Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck JP market risk premium is the additional return an investor will receive from holding VanEck JP 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 JP. 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 JP's performance over market.| α | -0.05 | β | -0.0024 |
VanEck JP 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 JP's Buy-and-hold return. Our buy-and-hold chart shows how VanEck JP performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck JP Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck JP 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 JP shares will generate the highest return on investment. By understating and applying VanEck JP etf market price indicators, traders can identify VanEck JP position entry and exit signals to maximize returns.
VanEck JP Return and Market Media
The median price of VanEck JP for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 24.43 with a coefficient of variation of 1.81. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 24.4, and mean deviation of 0.36. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 09/03/2024 |
2 | EMLC This Bond ETF Has Been A Wealth Erosion Vehicle - Seeking Alpha | 10/10/2024 |
3 | When Moves Investors should Listen - Stock Traders Daily | 11/22/2024 |
About VanEck JP 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 JP Morgan 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 JP 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 JP's short interest history, or implied volatility extrapolated from VanEck JP options trading.
Build Portfolio with VanEck JP
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 JP Backtesting, Portfolio Optimization, VanEck JP Correlation, VanEck JP Hype Analysis, VanEck JP Volatility, VanEck JP History and analyze VanEck JP Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
VanEck JP 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.