Direxion All Cap Etf Alpha and Beta Analysis
| KNOW Etf | USD 11.28 0.08 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Direxion All Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Direxion All over a specified time horizon. Remember, high Direxion All'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 Direxion All's market risk premium analysis include:
Beta 0.0694 | Alpha 0.0717 | Risk 0.65 | Sharpe Ratio 0.13 | Expected Return 0.0859 |
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.
Direxion |
Direxion All Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Direxion All market risk premium is the additional return an investor will receive from holding Direxion All 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 Direxion All. 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 Direxion All's performance over market.| α | 0.07 | β | 0.07 |
Direxion All 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 Direxion All's Buy-and-hold return. Our buy-and-hold chart shows how Direxion All performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Direxion All Market Price Analysis
Market price analysis indicators help investors to evaluate how Direxion All etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Direxion All shares will generate the highest return on investment. By understating and applying Direxion All etf market price indicators, traders can identify Direxion All position entry and exit signals to maximize returns.
Direxion All Return and Market Media
The median price of Direxion All for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 10.83 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 10.84, and mean deviation of 0.15. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | What Is a Value ETF Everything You Need to Know - Yahoo Finance | 09/09/2024 |
2 | ETF vs. Mutual Funds Key Differences Every Investor Should Know - ThePrint | 09/27/2024 |
3 | 5 Key Things You Need to Know About Bitcoin - ETF Trends | 11/14/2024 |
About Direxion All 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 Direxion or other etfs. Alpha measures the amount that position in Direxion All Cap 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 Direxion All 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, Direxion All's short interest history, or implied volatility extrapolated from Direxion All options trading.
Build Portfolio with Direxion All
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 Direxion All Backtesting, Portfolio Optimization, Direxion All Correlation, Direxion All Hype Analysis, Direxion All Volatility, Direxion All History and analyze Direxion All Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Direxion All 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.