Van Eck Etf Alpha and Beta Analysis
| INC Etf | USD 27.67 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Van Eck. It also helps investors analyze the systematic and unsystematic risks associated with investing in Van Eck over a specified time horizon. Remember, high Van Eck'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 Van Eck's market risk premium analysis include:
Beta (0.04) | Alpha 0.0486 | Risk 0.11 | Sharpe Ratio (0.07) | Expected Return (0.01) |
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.
Van |
Van Eck Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Van Eck market risk premium is the additional return an investor will receive from holding Van Eck 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 Van Eck. 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 Van Eck's performance over market.| α | 0.05 | β | -0.04 |
Van Eck Fundamentals Vs Peers
Comparing Van Eck's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Van Eck's direct or indirect competition across all of the common fundamentals between Van Eck and the related equities. This way, we can detect undervalued stocks with similar characteristics as Van Eck or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Van Eck's fundamental indicators could also be used in its relative valuation, which is a method of valuing Van Eck by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Van Eck to competition |
| Fundamentals | Van Eck | Peer Average |
| Annual Yield | 2.74 % | 0.28 % |
| Year To Date Return | 1.80 % | (2.35) % |
| One Year Return | (0.12) % | (0.97) % |
| Net Asset | 74.09 M | 2.29 B |
| Bond Positions Weight | 76.38 % | 8.16 % |
Van Eck Opportunities
Van Eck Return and Market Media
The Etf received a lot of media exposure during the period. Price Growth (%) |
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About Van Eck 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 Van or other etfs. Alpha measures the amount that position in Van Eck 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 Van Eck 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, Van Eck's short interest history, or implied volatility extrapolated from Van Eck options trading.
Build Portfolio with Van Eck
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Van Eck 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.