Ark Autonomous Technology Etf Alpha and Beta Analysis
| ARKQ Etf | USD 81.02 0.72 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK Autonomous Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK Autonomous over a specified time horizon. Remember, high ARK Autonomous' 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 ARK Autonomous' market risk premium analysis include:
Beta 0.52 | Alpha 0.42 | Risk 2.1 | Sharpe Ratio 0.21 | Expected Return 0.44 |
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.
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ARK Autonomous Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK Autonomous market risk premium is the additional return an investor will receive from holding ARK Autonomous 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 ARK Autonomous. 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 ARK Autonomous' performance over market.| α | 0.42 | β | 0.52 |
ARK Autonomous 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 ARK Autonomous' Buy-and-hold return. Our buy-and-hold chart shows how ARK Autonomous performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARK Autonomous Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK Autonomous etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARK Autonomous shares will generate the highest return on investment. By understating and applying ARK Autonomous etf market price indicators, traders can identify ARK Autonomous position entry and exit signals to maximize returns.
ARK Autonomous Return and Market Media
The median price of ARK Autonomous for the period between Mon, Oct 21, 2024 and Sun, Jan 19, 2025 is 74.61 with a coefficient of variation of 9.99. The daily time series for the period is distributed with a sample standard deviation of 7.22, arithmetic mean of 72.33, and mean deviation of 6.48. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ETFs to Tap Teslas Solid Q3 Earnings | 10/24/2024 |
2 | Cathie Wood Shuffles Her Tech Deck Continues Dumping Tesla And Palantir, Stocks Up On AMD And Meta - Yahoo Finance | 11/01/2024 |
3 | Cathie Wood Bets Big on Amazon Stock Should You Buy ETFs - MSN | 11/15/2024 |
4 | Cathie Wood-Led Ark Invests Latest Portfolio Maneuver Dumps Tesla And Palantir Shares, Buys Amazon And AMD Stock - Benzinga | 11/25/2024 |
5 | Tesla Slips on Q4 Delivery Miss ETFs in Focus - Zacks Investment Research | 01/03/2025 |
6 | Heres My Top AI ETF to Buy Right Now | 01/14/2025 |
About ARK Autonomous 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 ARK or other etfs. Alpha measures the amount that position in ARK Autonomous Technology 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 ARK Autonomous 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, ARK Autonomous' short interest history, or implied volatility extrapolated from ARK Autonomous options trading.
Build Portfolio with ARK Autonomous
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 ARK Autonomous Backtesting, Portfolio Optimization, ARK Autonomous Correlation, ARK Autonomous Hype Analysis, ARK Autonomous Volatility, ARK Autonomous History and analyze ARK Autonomous Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
ARK Autonomous 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.