Vaneck Intermediate Muni Etf Alpha and Beta Analysis
| ITM Etf | USD 46.20 0.07 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Intermediate Muni. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Intermediate over a specified time horizon. Remember, high VanEck Intermediate'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 Intermediate's market risk premium analysis include:
Beta 0.0222 | Alpha 0.000468 | Risk 0.25 | Sharpe Ratio 0.0441 | Expected Return 0.011 |
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 Intermediate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Intermediate market risk premium is the additional return an investor will receive from holding VanEck Intermediate 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 Intermediate. 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 Intermediate's performance over market.| α | 0.0005 | β | 0.02 |
VanEck Intermediate 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 Intermediate's Buy-and-hold return. Our buy-and-hold chart shows how VanEck Intermediate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck Intermediate Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck Intermediate 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 Intermediate shares will generate the highest return on investment. By understating and applying VanEck Intermediate etf market price indicators, traders can identify VanEck Intermediate position entry and exit signals to maximize returns.
VanEck Intermediate Return and Market Media
The median price of VanEck Intermediate for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 45.95 with a coefficient of variation of 0.54. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 45.98, and mean deviation of 0.2. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | ITM Trading Reviews, Complaints, Fees, and Lawsuits Analysis Released on WireDaily.com | 12/27/2024 |
2 | Insider Buying ITM Power Plc Insider Purchases 792 Shares of Stock | 01/17/2025 |
3 | How the price action is used to our Advantage - Stock Traders Daily | 02/10/2025 |
About VanEck Intermediate 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 Intermediate Muni 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 Intermediate 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 Intermediate's short interest history, or implied volatility extrapolated from VanEck Intermediate options trading.
Build Portfolio with VanEck Intermediate
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 Intermediate Backtesting, Portfolio Optimization, VanEck Intermediate Correlation, VanEck Intermediate Hype Analysis, VanEck Intermediate Volatility, VanEck Intermediate History and analyze VanEck Intermediate Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
VanEck Intermediate 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.