V Square Quantitative Management Etf Alpha and Beta Analysis
| VMAT Etf | USD 27.59 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 V Square Quantitative Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in V Square over a specified time horizon. Remember, high V Square'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 V Square's market risk premium analysis include:
Beta (0.01) | Alpha 0.11 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
VMAT |
V Square Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. V Square market risk premium is the additional return an investor will receive from holding V Square 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 V Square. 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 V Square's performance over market.| α | 0.11 | β | -0.0084 |
V Square Fundamentals Vs Peers
Comparing V Square'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 V Square's direct or indirect competition across all of the common fundamentals between V Square and the related equities. This way, we can detect undervalued stocks with similar characteristics as V Square or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of V Square's fundamental indicators could also be used in its relative valuation, which is a method of valuing V Square by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare V Square to competition |
| Fundamentals | V Square | Peer Average |
| One Year Return | 19.60 % | (0.97) % |
| Net Asset | 2.08 M | 2.29 B |
| Equity Positions Weight | 99.47 % | 52.82 % |
V Square Opportunities
V Square Return and Market Media
The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
About V Square 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 VMAT or other etfs. Alpha measures the amount that position in V Square Quantitative 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 V Square 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, V Square's short interest history, or implied volatility extrapolated from V Square options trading.
Build Portfolio with V Square
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 World Market Map 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 nation. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
V Square 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.