Scharf Etf Alpha and Beta Analysis
| KAT Etf | 55.42 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scharf ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scharf ETF over a specified time horizon. Remember, high Scharf ETF'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 Scharf ETF's market risk premium analysis include:
Beta 0.71 | Alpha (0.07) | Risk 0.67 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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 Scharf ETF Backtesting, Portfolio Optimization, Scharf ETF Correlation, Scharf ETF Hype Analysis, Scharf ETF Volatility, Scharf ETF History and analyze Scharf ETF Performance. Scharf ETF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scharf ETF market risk premium is the additional return an investor will receive from holding Scharf ETF 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 Scharf ETF. 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 Scharf ETF's performance over market.| α | -0.07 | β | 0.71 |
Scharf ETF 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 Scharf ETF's Buy-and-hold return. Our buy-and-hold chart shows how Scharf ETF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scharf ETF Market Price Analysis
Market price analysis indicators help investors to evaluate how Scharf ETF etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scharf ETF shares will generate the highest return on investment. By understating and applying Scharf ETF etf market price indicators, traders can identify Scharf ETF position entry and exit signals to maximize returns.
Scharf ETF Return and Market Media
The median price of Scharf ETF for the period between Sat, Sep 27, 2025 and Fri, Dec 26, 2025 is 54.65 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 54.86, and mean deviation of 0.98. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Will iShares Russell 1000 Growth ETF stock attract long term capital inflows - 2025 Market WrapUp Free Expert Verified Stock Movement Alerts - nchmf.gov.vn | 10/20/2025 |
2 | MarketAxess Launches Fixed Incomes First Opening and Closing Auctions - LeapRate | 11/06/2025 |
3 | EXCLUSIVE Scharf Investments Highlights ETF Benefits - Wealth Briefing | 12/16/2025 |
About Scharf ETF 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 Scharf or other etfs. Alpha measures the amount that position in Scharf ETF 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 Scharf ETF 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, Scharf ETF's short interest history, or implied volatility extrapolated from Scharf ETF options trading.
Build Portfolio with Scharf ETF
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
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Check out Scharf ETF Backtesting, Portfolio Optimization, Scharf ETF Correlation, Scharf ETF Hype Analysis, Scharf ETF Volatility, Scharf ETF History and analyze Scharf ETF Performance. For more information on how to buy Scharf Etf please use our How to Invest in Scharf ETF guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Scharf ETF 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.