Vaneck Short High Etf Alpha and Beta Analysis
| SHYD Etf | USD 22.55 0.08 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Short High. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Short over a specified time horizon. Remember, high VanEck Short'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 Short's market risk premium analysis include:
Beta (0.01) | Alpha (0) | Risk 0.3 | Sharpe Ratio 0.004 | Expected Return 0.0012 |
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 Short Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Short market risk premium is the additional return an investor will receive from holding VanEck Short 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 Short. 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 Short's performance over market.| α | -0.0045 | β | -0.01 |
VanEck Short 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 Short's Buy-and-hold return. Our buy-and-hold chart shows how VanEck Short performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck Short Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck Short 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 Short shares will generate the highest return on investment. By understating and applying VanEck Short etf market price indicators, traders can identify VanEck Short position entry and exit signals to maximize returns.
VanEck Short Return and Market Media
The median price of VanEck Short for the period between Thu, Oct 24, 2024 and Wed, Jan 22, 2025 is 22.54 with a coefficient of variation of 0.34. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 22.55, and mean deviation of 0.06. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | VanEck Vectors Short High-Yield Municipal Index ETF declares monthly distribution of 0.0585 - MSN | 12/04/2024 |
2 | Learn to Evaluate using the Charts - Stock Traders Daily | 01/08/2025 |
About VanEck Short 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 Short High 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 Short 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 Short's short interest history, or implied volatility extrapolated from VanEck Short options trading.
Build Portfolio with VanEck Short
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 Short Backtesting, Portfolio Optimization, VanEck Short Correlation, VanEck Short Hype Analysis, VanEck Short Volatility, VanEck Short History and analyze VanEck Short Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
VanEck Short 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.