Victoryshares 500 Enhanced Etf Alpha and Beta Analysis
| CFO Etf | USD 63.56 0.56 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VictoryShares 500 Enhanced. It also helps investors analyze the systematic and unsystematic risks associated with investing in VictoryShares 500 over a specified time horizon. Remember, high VictoryShares 500'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 VictoryShares 500's market risk premium analysis include:
Beta 0.1 | Alpha 0.0598 | Risk 0.64 | Sharpe Ratio 0.0927 | Expected Return 0.059 |
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.
VictoryShares |
VictoryShares 500 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VictoryShares 500 market risk premium is the additional return an investor will receive from holding VictoryShares 500 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 VictoryShares 500. 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 VictoryShares 500's performance over market.| α | 0.06 | β | 0.10 |
VictoryShares 500 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 VictoryShares 500's Buy-and-hold return. Our buy-and-hold chart shows how VictoryShares 500 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VictoryShares 500 Market Price Analysis
Market price analysis indicators help investors to evaluate how VictoryShares 500 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VictoryShares 500 shares will generate the highest return on investment. By understating and applying VictoryShares 500 etf market price indicators, traders can identify VictoryShares 500 position entry and exit signals to maximize returns.
VictoryShares 500 Return and Market Media
The median price of VictoryShares 500 for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 63.46 with a coefficient of variation of 2.19. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 63.39, and mean deviation of 1.15. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Robinhood CFO Sees Nice Interest In Bitcoin ETFs, Notes They Account For 5 percent Of Overall Crypto Trading Activities By ... - Investing.com UK | 02/13/2024 |
2 | Mather Group LLC. Sells 1,398 Shares of VictoryShares US 500 Enhanced Volatility Wtd ETF | 02/26/2024 |
3 | Dynamic Advisor Solutions LLC Buys 6540 Shares of VictoryShares US 500 Enhanced Volatility Wtd ETF NASDAQ ... - Defense World | 03/22/2024 |
4 | Atria Wealth Solutions Inc. Lowers Stock Position in VictoryShares US 500 Enhanced Volatility Wtd ETF - Defense World | 04/30/2024 |
About VictoryShares 500 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 VictoryShares or other etfs. Alpha measures the amount that position in VictoryShares 500 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 VictoryShares 500 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, VictoryShares 500's short interest history, or implied volatility extrapolated from VictoryShares 500 options trading.
Build Portfolio with VictoryShares 500
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 VictoryShares 500 Backtesting, Portfolio Optimization, VictoryShares 500 Correlation, VictoryShares 500 Hype Analysis, VictoryShares 500 Volatility, VictoryShares 500 History and analyze VictoryShares 500 Performance. Note that the VictoryShares 500 information on this page should be used as a complementary analysis to other VictoryShares 500's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
VictoryShares 500 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.