Ishares Convertible Bond Etf Alpha and Beta Analysis
| ICVT Etf | USD 89.07 0.44 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Convertible Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Convertible over a specified time horizon. Remember, high IShares Convertible'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 IShares Convertible's market risk premium analysis include:
Beta 0.46 | Alpha 0.0789 | Risk 0.48 | Sharpe Ratio 0.32 | Expected Return 0.15 |
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.
IShares |
IShares Convertible Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Convertible market risk premium is the additional return an investor will receive from holding IShares Convertible 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 IShares Convertible. 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 IShares Convertible's performance over market.| α | 0.08 | β | 0.46 |
IShares Convertible 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 IShares Convertible's Buy-and-hold return. Our buy-and-hold chart shows how IShares Convertible performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Convertible Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Convertible etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Convertible shares will generate the highest return on investment. By understating and applying IShares Convertible etf market price indicators, traders can identify IShares Convertible position entry and exit signals to maximize returns.
IShares Convertible Return and Market Media
The median price of IShares Convertible for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 83.78 with a coefficient of variation of 2.95. The daily time series for the period is distributed with a sample standard deviation of 2.46, arithmetic mean of 83.63, and mean deviation of 1.95. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Learn to Evaluate using the Charts - Stock Traders Daily | 09/23/2024 |
2 | VitalStone Financial LLC Sells 234 Shares of iShares Convertible Bond ETF | 10/15/2024 |
3 | iShares Convertible Bond ETF Hits New 1-Year High Heres What Happened | 10/28/2024 |
4 | AMG National Trust Bank Sells 3,555 Shares of iShares Convertible Bond ETF | 11/18/2024 |
5 | ICVT Large Inflows Detected at ETF - Nasdaq | 11/19/2024 |
About IShares Convertible 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 IShares or other etfs. Alpha measures the amount that position in iShares Convertible Bond 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 IShares Convertible 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, IShares Convertible's short interest history, or implied volatility extrapolated from IShares Convertible options trading.
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Check out IShares Convertible Backtesting, Portfolio Optimization, IShares Convertible Correlation, IShares Convertible Hype Analysis, IShares Convertible Volatility, IShares Convertible History and analyze IShares Convertible Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
IShares Convertible 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.