Vcrm Etf Alpha and Beta Analysis
| VCRM Etf | 75.27 0.24 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VCRM. It also helps investors analyze the systematic and unsystematic risks associated with investing in VCRM over a specified time horizon. Remember, high VCRM'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 VCRM's market risk premium analysis include:
Beta (0.01) | Alpha (0.01) | Risk 0.2 | Sharpe Ratio (0.02) | Expected Return (0) |
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.
VCRM |
VCRM Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VCRM market risk premium is the additional return an investor will receive from holding VCRM 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 VCRM. 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 VCRM's performance over market.| α | -0.01 | β | -0.0089 |
VCRM 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 VCRM's Buy-and-hold return. Our buy-and-hold chart shows how VCRM performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VCRM Market Price Analysis
Market price analysis indicators help investors to evaluate how VCRM etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VCRM shares will generate the highest return on investment. By understating and applying VCRM etf market price indicators, traders can identify VCRM position entry and exit signals to maximize returns.
VCRM Return and Market Media
The median price of VCRM for the period between Fri, Sep 20, 2024 and Thu, Dec 19, 2024 is 75.77 with a coefficient of variation of 0.42. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 75.74, and mean deviation of 0.28. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 1 Unstoppable Vanguard ETF to Buy With 605 During the SP 500 Bull Market - MSN | 11/21/2024 |
About VCRM 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 VCRM or other etfs. Alpha measures the amount that position in VCRM 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 VCRM 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, VCRM's short interest history, or implied volatility extrapolated from VCRM options trading.
Build Portfolio with VCRM
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 VCRM Backtesting, Portfolio Optimization, VCRM Correlation, VCRM Hype Analysis, VCRM Volatility, VCRM History and analyze VCRM Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
VCRM 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.