Strategy Shares Gold Hedged Alpha and Beta Analysis
| GLDBDelisted Etf | USD 23.35 0.48 2.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Strategy Shares Gold Hedged. It also helps investors analyze the systematic and unsystematic risks associated with investing in Strategy Shares over a specified time horizon. Remember, high Strategy Shares' 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 Strategy Shares' market risk premium analysis include:
Beta (0.47) | Alpha 0.17 | 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.
Strategy |
Strategy Shares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Strategy Shares market risk premium is the additional return an investor will receive from holding Strategy Shares 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 Strategy Shares. 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 Strategy Shares' performance over market.| α | 0.17 | β | -0.47 |
Strategy Shares Fundamentals Vs Peers
Comparing Strategy Shares' 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 Strategy Shares' direct or indirect competition across all of the common fundamentals between Strategy Shares and the related equities. This way, we can detect undervalued stocks with similar characteristics as Strategy Shares or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Strategy Shares' fundamental indicators could also be used in its relative valuation, which is a method of valuing Strategy Shares by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Strategy Shares to competition |
| Fundamentals | Strategy Shares | Peer Average |
| Beta | 2.14 | |
| One Year Return | 24.80 % | (0.97) % |
| Three Year Return | 0.70 % | 3.23 % |
| Net Asset | 11.97 M | 2.29 B |
| Bond Positions Weight | 13.57 % | 8.16 % |
Strategy Shares Opportunities
Strategy Shares Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Strategy Shares 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 Strategy or other delisted etfs. Alpha measures the amount that position in Strategy Shares Gold 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 Strategy Shares 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, Strategy Shares' short interest history, or implied volatility extrapolated from Strategy Shares options trading.
Build Portfolio with Strategy Shares
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 Risk vs Return Analysis 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 unemployment. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Other Consideration for investing in Strategy Etf
If you are still planning to invest in Strategy Shares Gold check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Strategy Shares' history and understand the potential risks before investing.
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