The Future Fund Alpha and Beta Analysis
| FFND Etf | USD 26.16 0.27 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Future Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Future Fund over a specified time horizon. Remember, high Future Fund'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 Future Fund's market risk premium analysis include:
Beta 1.09 | Alpha 0.0623 | Risk 1.17 | Sharpe Ratio 0.16 | Expected Return 0.19 |
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.
Future |
Future Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Future Fund market risk premium is the additional return an investor will receive from holding Future Fund 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 Future Fund. 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 Future Fund's performance over market.| α | 0.06 | β | 1.09 |
Future Fund 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 Future Fund's Buy-and-hold return. Our buy-and-hold chart shows how Future Fund performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Future Fund Market Price Analysis
Market price analysis indicators help investors to evaluate how Future Fund etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Future Fund shares will generate the highest return on investment. By understating and applying Future Fund etf market price indicators, traders can identify Future Fund position entry and exit signals to maximize returns.
Future Fund Return and Market Media
The median price of Future Fund for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 23.96 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 23.89, and mean deviation of 0.88. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Future Fund Active ETF Trading 0.8 percent Higher Heres What Happened | 11/08/2024 |
2 | Tesla Is Back In The Future Fund Active ETFs Top 5 Holdings | 11/19/2024 |
About Future Fund 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 Future or other etfs. Alpha measures the amount that position in Future Fund 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 Future Fund 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, Future Fund's short interest history, or implied volatility extrapolated from Future Fund options trading.
Build Portfolio with Future Fund
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 Future Fund Backtesting, Portfolio Optimization, Future Fund Correlation, Future Fund Hype Analysis, Future Fund Volatility, Future Fund History and analyze Future Fund Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Future Fund 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.