John Hancock Exchange Traded Etf Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as John Hancock Exchange Traded. It also helps investors analyze the systematic and unsystematic risks associated with investing in John Hancock over a specified time horizon. Remember, high John Hancock'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 John Hancock's market risk premium analysis include:
Beta 0.0344 | Alpha 0.0165 | Risk 0.81 | Sharpe Ratio 0.0356 | Expected Return 0.0289 |
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.
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 nation. John Hancock Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. John Hancock market risk premium is the additional return an investor will receive from holding John Hancock 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 John Hancock. 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 John Hancock's performance over market.| α | 0.02 | β | 0.03 |
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 John Hancock 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, John Hancock's short interest history, or implied volatility extrapolated from John Hancock options trading.
Build Portfolio with John Hancock
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 nation. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Other Tools for John Etf
When running John Hancock's price analysis, check to measure John Hancock's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy John Hancock is operating at the current time. Most of John Hancock's value examination focuses on studying past and present price action to predict the probability of John Hancock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John Hancock's price. Additionally, you may evaluate how the addition of John Hancock to your portfolios can decrease your overall portfolio volatility.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |