Advisorshares Trust Etf Alpha and Beta Analysis
| MSOX Etf | USD 4.25 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 AdvisorShares Trust . It also helps investors analyze the systematic and unsystematic risks associated with investing in AdvisorShares Trust over a specified time horizon. Remember, high AdvisorShares Trust'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 AdvisorShares Trust's market risk premium analysis include:
Beta 1.97 | Alpha 0.75 | Risk 19.09 | Sharpe Ratio 0.0377 | Expected Return 0.72 |
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.
AdvisorShares | Build AI portfolio with AdvisorShares Etf |
AdvisorShares Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AdvisorShares Trust market risk premium is the additional return an investor will receive from holding AdvisorShares Trust 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 AdvisorShares Trust. 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 AdvisorShares Trust's performance over market.| α | 0.75 | β | 1.97 |
AdvisorShares Trust 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 AdvisorShares Trust's Buy-and-hold return. Our buy-and-hold chart shows how AdvisorShares Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AdvisorShares Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how AdvisorShares Trust etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AdvisorShares Trust shares will generate the highest return on investment. By understating and applying AdvisorShares Trust etf market price indicators, traders can identify AdvisorShares Trust position entry and exit signals to maximize returns.
AdvisorShares Trust Return and Market Media
The median price of AdvisorShares Trust for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 6.06 with a coefficient of variation of 36.46. The daily time series for the period is distributed with a sample standard deviation of 2.2, arithmetic mean of 6.03, and mean deviation of 1.86. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Technical Reactions to MSOX Trends in Macro Strategies - news.stocktradersdaily.com | 11/12/2025 |
2 | U.S. Stock ETF Tracker Visa launches USDC settlement services in the U.S., 2x leveraged CRCL ETF surges nearly 19 cannabis stocks regain momentum, MSOS ETF rise... | 12/16/2025 |
3 | Volatility Zones as Tactical Triggers - Stock Traders Daily | 12/26/2025 |
About AdvisorShares Trust 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 AdvisorShares or other etfs. Alpha measures the amount that position in AdvisorShares Trust 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 AdvisorShares Trust 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, AdvisorShares Trust's short interest history, or implied volatility extrapolated from AdvisorShares Trust options trading.
Build Portfolio with AdvisorShares Trust
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 AdvisorShares Trust Backtesting, Portfolio Optimization, AdvisorShares Trust Correlation, AdvisorShares Trust Hype Analysis, AdvisorShares Trust Volatility, AdvisorShares Trust History and analyze AdvisorShares Trust Performance. For more information on how to buy AdvisorShares Etf please use our How to Invest in AdvisorShares Trust guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
AdvisorShares Trust 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.