Teucrium Corn Etf Alpha and Beta Analysis
| CORN Etf | USD 17.92 0.15 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Teucrium Corn. It also helps investors analyze the systematic and unsystematic risks associated with investing in Teucrium Corn over a specified time horizon. Remember, high Teucrium Corn'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 Teucrium Corn's market risk premium analysis include:
Beta 0.0419 | Alpha 0.0494 | Risk 0.86 | Sharpe Ratio 0.0618 | Expected Return 0.0533 |
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.
Teucrium |
Teucrium Corn Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Teucrium Corn market risk premium is the additional return an investor will receive from holding Teucrium Corn 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 Teucrium Corn. 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 Teucrium Corn's performance over market.| α | 0.05 | β | 0.04 |
Teucrium Corn 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 Teucrium Corn's Buy-and-hold return. Our buy-and-hold chart shows how Teucrium Corn performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Teucrium Corn Market Price Analysis
Market price analysis indicators help investors to evaluate how Teucrium Corn etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Teucrium Corn shares will generate the highest return on investment. By understating and applying Teucrium Corn etf market price indicators, traders can identify Teucrium Corn position entry and exit signals to maximize returns.
Teucrium Corn Return and Market Media
The median price of Teucrium Corn for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 18.07 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 18.02, and mean deviation of 0.26. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Consumer Confidence Richmond Manufacturing Fall Off A Cliff. The Corn Ethanol Report | 09/25/2024 |
2 | AgMaster Report - Wednesday, Oct. 16 | 10/16/2024 |
3 | Harvest Rally The Corn Ethanol Report | 10/22/2024 |
4 | Exports-North South America Weather Yields. The Corn Ethanol Report | 10/25/2024 |
5 | Still Hawking South American Weather. The Corn Ethanol Report | 10/30/2024 |
6 | Need A Gamechanger For U.S. Economy. The Corn Ethanol Report | 11/04/2024 |
7 | AgMaster Report - Wednesday, Nov. 6 | 11/06/2024 |
8 | Grains Report - Friday, Nov. 8 | 11/08/2024 |
9 | Ukraine Gaining On US Export Competitiveness. The Corn Ethanol Report | 11/13/2024 |
10 | Grains Report - Thursday, Nov. 21 | 11/21/2024 |
About Teucrium Corn 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 Teucrium or other etfs. Alpha measures the amount that position in Teucrium Corn 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 Teucrium Corn 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, Teucrium Corn's short interest history, or implied volatility extrapolated from Teucrium Corn options trading.
Build Portfolio with Teucrium Corn
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 Teucrium Corn Backtesting, Portfolio Optimization, Teucrium Corn Correlation, Teucrium Corn Hype Analysis, Teucrium Corn Volatility, Teucrium Corn History and analyze Teucrium Corn Performance. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Teucrium Corn 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.