Capitol Series Trust Etf Alpha and Beta Analysis
| CWC Etf | USD 30.73 0.28 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capitol Series Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capitol Series over a specified time horizon. Remember, high Capitol Series' 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 Capitol Series' market risk premium analysis include:
Beta 0.0369 | Alpha 0.19 | Risk 1.15 | Sharpe Ratio 0.2 | Expected Return 0.22 |
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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Capitol Series Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capitol Series market risk premium is the additional return an investor will receive from holding Capitol Series 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 Capitol Series. 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 Capitol Series' performance over market.| α | 0.19 | β | 0.04 |
Capitol Series 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 Capitol Series' Buy-and-hold return. Our buy-and-hold chart shows how Capitol Series performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capitol Series Market Price Analysis
Market price analysis indicators help investors to evaluate how Capitol Series etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capitol Series shares will generate the highest return on investment. By understating and applying Capitol Series etf market price indicators, traders can identify Capitol Series position entry and exit signals to maximize returns.
Capitol Series Return and Market Media
The median price of Capitol Series for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 27.69 with a coefficient of variation of 4.7. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 27.92, and mean deviation of 1.06. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Capitol Series 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 Capitol or other etfs. Alpha measures the amount that position in Capitol Series 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 Capitol Series 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, Capitol Series' short interest history, or implied volatility extrapolated from Capitol Series options trading.
Build Portfolio with Capitol Series
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 Capitol Series Backtesting, Portfolio Optimization, Capitol Series Correlation, Capitol Series Hype Analysis, Capitol Series Volatility, Capitol Series History and analyze Capitol Series Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Capitol Series 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.