Vaneck Indonesia Index Etf Alpha and Beta Analysis
| IDX Etf | USD 16.18 0.15 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Indonesia Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Indonesia over a specified time horizon. Remember, high VanEck Indonesia'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 Indonesia's market risk premium analysis include:
Beta 0.13 | Alpha (0.12) | Risk 1.12 | Sharpe Ratio (0.13) | Expected Return (0.15) |
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.
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VanEck Indonesia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Indonesia market risk premium is the additional return an investor will receive from holding VanEck Indonesia 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 Indonesia. 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 Indonesia's performance over market.| α | -0.12 | β | 0.13 |
VanEck Indonesia 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 Indonesia's Buy-and-hold return. Our buy-and-hold chart shows how VanEck Indonesia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck Indonesia Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck Indonesia 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 Indonesia shares will generate the highest return on investment. By understating and applying VanEck Indonesia etf market price indicators, traders can identify VanEck Indonesia position entry and exit signals to maximize returns.
VanEck Indonesia Return and Market Media
The median price of VanEck Indonesia for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 17.85 with a coefficient of variation of 4.68. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 17.59, and mean deviation of 0.68. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Should Schwab 1000 Index ETF Be on Your Investing Radar - Yahoo Finance | 09/12/2024 |
2 | Should Franklin U.S. Large Cap Multifactor Index ETF Be on Your Investing Radar - Nasdaq | 09/19/2024 |
3 | While institutions invested in Integral Diagnostics Limited benefited from last weeks 16 percent gain, retail investors stood to gain the most | 09/27/2024 |
4 | Aidoc and Integral Diagnostics Expand AI Partnership in Australia and New Zealand | 10/15/2024 |
5 | 3 small-cap ASX healthcare shares with strong prospects | 11/01/2024 |
6 | Favourable Signals For Integral Diagnostics Numerous Insiders Acquired Stock | 11/20/2024 |
About VanEck Indonesia 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 Indonesia Index 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 Indonesia 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 Indonesia's short interest history, or implied volatility extrapolated from VanEck Indonesia options trading.
Build Portfolio with VanEck Indonesia
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 Indonesia Backtesting, Portfolio Optimization, VanEck Indonesia Correlation, VanEck Indonesia Hype Analysis, VanEck Indonesia Volatility, VanEck Indonesia History and analyze VanEck Indonesia Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
VanEck Indonesia 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.