Ned Davis Research Etf Alpha and Beta Analysis
| NDAA Etf | 22.43 0.09 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ned Davis Research. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ned Davis over a specified time horizon. Remember, high Ned Davis' 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 Ned Davis' market risk premium analysis include:
Beta 0.63 | Alpha 0.0178 | Risk 0.6 | Sharpe Ratio 0.0875 | Expected Return 0.0522 |
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 Ned Davis Backtesting, Portfolio Optimization, Ned Davis Correlation, Ned Davis Hype Analysis, Ned Davis Volatility, Ned Davis History and analyze Ned Davis Performance. Ned Davis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ned Davis market risk premium is the additional return an investor will receive from holding Ned Davis 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 Ned Davis. 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 Ned Davis' performance over market.| α | 0.02 | β | 0.63 |
Ned Davis 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 Ned Davis' Buy-and-hold return. Our buy-and-hold chart shows how Ned Davis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ned Davis Market Price Analysis
Market price analysis indicators help investors to evaluate how Ned Davis etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ned Davis shares will generate the highest return on investment. By understating and applying Ned Davis etf market price indicators, traders can identify Ned Davis position entry and exit signals to maximize returns.
Ned Davis Return and Market Media
The median price of Ned Davis for the period between Mon, Oct 27, 2025 and Sun, Jan 25, 2026 is 21.64 with a coefficient of variation of 1.62. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 21.68, and mean deviation of 0.28. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Leaving AI Regulation to the States Could Strangle AI | 12/04/2025 |
2 | Pence group praises aggressive spending in annual defense bill | 12/08/2025 |
3 | Some GOP lawmakers a no on 901B Pentagon funding bill | 12/09/2025 |
4 | House overwhelmingly passes 900B annual defense bill | 12/10/2025 |
5 | Trump-backed military right to repair plan stripped from Congress final defense bill | 12/12/2025 |
6 | Senate sends 901B defense bill to Trump after clashes over boat strike, DC airspace | 12/17/2025 |
7 | Watch live Trump to sign mammoth defense spending bill into law | 12/18/2025 |
8 | 134 House Republicans demand assurances before US eases Syria sanctions | 12/19/2025 |
9 | Ned Davis Research 360 Dynamic Allocation ETF Declares Dividend of 0.59 | 12/23/2025 |
About Ned Davis 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 Ned or other etfs. Alpha measures the amount that position in Ned Davis Research 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 Ned Davis 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, Ned Davis' short interest history, or implied volatility extrapolated from Ned Davis options trading.
Build Portfolio with Ned Davis
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Align your risk with return expectations
Check out Ned Davis Backtesting, Portfolio Optimization, Ned Davis Correlation, Ned Davis Hype Analysis, Ned Davis Volatility, Ned Davis History and analyze Ned Davis Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Ned Davis 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.