Flexshares Global Quality Etf Alpha and Beta Analysis
| GQRE Etf | USD 61.16 0.48 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FlexShares Global Quality. It also helps investors analyze the systematic and unsystematic risks associated with investing in FlexShares Global over a specified time horizon. Remember, high FlexShares Global'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 FlexShares Global's market risk premium analysis include:
Beta 0.32 | Alpha 0.008972 | Risk 0.69 | Sharpe Ratio 0.0342 | Expected Return 0.0236 |
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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FlexShares Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FlexShares Global market risk premium is the additional return an investor will receive from holding FlexShares Global 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 FlexShares Global. 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 FlexShares Global's performance over market.| α | 0.01 | β | 0.32 |
FlexShares Global 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 FlexShares Global's Buy-and-hold return. Our buy-and-hold chart shows how FlexShares Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FlexShares Global Market Price Analysis
Market price analysis indicators help investors to evaluate how FlexShares Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FlexShares Global shares will generate the highest return on investment. By understating and applying FlexShares Global etf market price indicators, traders can identify FlexShares Global position entry and exit signals to maximize returns.
FlexShares Global Return and Market Media
The median price of FlexShares Global for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 61.05 with a coefficient of variation of 1.37. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 61.06, and mean deviation of 0.69. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About FlexShares Global 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 FlexShares or other etfs. Alpha measures the amount that position in FlexShares Global Quality 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 FlexShares Global 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, FlexShares Global's short interest history, or implied volatility extrapolated from FlexShares Global options trading.
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Check out FlexShares Global Backtesting, Portfolio Optimization, FlexShares Global Correlation, FlexShares Global Hype Analysis, FlexShares Global Volatility, FlexShares Global History and analyze FlexShares Global Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
FlexShares Global 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.