Smartetfs Smart Transportation Etf Alpha and Beta Analysis
| MOTO Etf | USD 43.08 0.45 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SmartETFs Smart Transportation. It also helps investors analyze the systematic and unsystematic risks associated with investing in SmartETFs Smart over a specified time horizon. Remember, high SmartETFs Smart'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 SmartETFs Smart's market risk premium analysis include:
Beta 0.96 | Alpha (0.12) | Risk 1.13 | Sharpe Ratio 0.0544 | Expected Return 0.0617 |
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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SmartETFs Smart Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SmartETFs Smart market risk premium is the additional return an investor will receive from holding SmartETFs Smart 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 SmartETFs Smart. 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 SmartETFs Smart's performance over market.| α | -0.12 | β | 0.96 |
SmartETFs Smart 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 SmartETFs Smart's Buy-and-hold return. Our buy-and-hold chart shows how SmartETFs Smart performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SmartETFs Smart Market Price Analysis
Market price analysis indicators help investors to evaluate how SmartETFs Smart etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SmartETFs Smart shares will generate the highest return on investment. By understating and applying SmartETFs Smart etf market price indicators, traders can identify SmartETFs Smart position entry and exit signals to maximize returns.
SmartETFs Smart Return and Market Media
The median price of SmartETFs Smart for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 42.91 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 42.72, and mean deviation of 0.7. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About SmartETFs Smart 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 SmartETFs or other etfs. Alpha measures the amount that position in SmartETFs Smart Tran 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 SmartETFs Smart 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, SmartETFs Smart's short interest history, or implied volatility extrapolated from SmartETFs Smart options trading.
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Check out SmartETFs Smart Backtesting, Portfolio Optimization, SmartETFs Smart Correlation, SmartETFs Smart Hype Analysis, SmartETFs Smart Volatility, SmartETFs Smart History and analyze SmartETFs Smart Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
SmartETFs Smart 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.