Vaneck Bitcoin Trust Etf Alpha and Beta Analysis
| HODL Etf | 23.93 1.25 5.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VanEck Bitcoin Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in VanEck Bitcoin over a specified time horizon. Remember, high VanEck Bitcoin'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 Bitcoin's market risk premium analysis include:
Beta 0.27 | Alpha (0.24) | Risk 3.08 | Sharpe Ratio (0.11) | Expected Return (0.32) |
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 Bitcoin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VanEck Bitcoin market risk premium is the additional return an investor will receive from holding VanEck Bitcoin 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 Bitcoin. 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 Bitcoin's performance over market.| α | -0.24 | β | 0.27 |
VanEck Bitcoin 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 Bitcoin's Buy-and-hold return. Our buy-and-hold chart shows how VanEck Bitcoin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VanEck Bitcoin Market Price Analysis
Market price analysis indicators help investors to evaluate how VanEck Bitcoin 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 Bitcoin shares will generate the highest return on investment. By understating and applying VanEck Bitcoin etf market price indicators, traders can identify VanEck Bitcoin position entry and exit signals to maximize returns.
VanEck Bitcoin Return and Market Media
The median price of VanEck Bitcoin for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 27.27 with a coefficient of variation of 6.92. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 27.16, and mean deviation of 1.42. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Publicly Traded U.S. Crypto Miners Double Bitcoin Holdings to Almost 100K in a Year | 01/17/2025 |
2 | VanEck Announces HODL Share Split - Business Wire | 01/31/2025 |
3 | Data Bitcoin spot ETF had a total net outflow of 157 million yesterday, continuing a 4-day net outflow. HODL conducted a 1-for-4 stock split after hours yesterd... | 02/14/2025 |
4 | Economic slowdown is hereBitcoins utility is even more crucial | 03/11/2025 |
About VanEck Bitcoin 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 Bitcoin Trust 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 Bitcoin 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 Bitcoin's short interest history, or implied volatility extrapolated from VanEck Bitcoin options trading.
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Check out VanEck Bitcoin Backtesting, Portfolio Optimization, VanEck Bitcoin Correlation, VanEck Bitcoin Hype Analysis, VanEck Bitcoin Volatility, VanEck Bitcoin History and analyze VanEck Bitcoin Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
VanEck Bitcoin 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.