Teucrium Soybean Etf Alpha and Beta Analysis
| SOYB Etf | USD 21.09 0.07 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Teucrium Soybean. It also helps investors analyze the systematic and unsystematic risks associated with investing in Teucrium Soybean over a specified time horizon. Remember, high Teucrium Soybean'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 Teucrium Soybean's market risk premium analysis include:
Beta 0.009 | Alpha (0.01) | Risk 0.93 | Sharpe Ratio (0.04) | Expected Return (0.04) |
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.
Teucrium |
Teucrium Soybean Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Teucrium Soybean market risk premium is the additional return an investor will receive from holding Teucrium Soybean 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 Teucrium Soybean. 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 Teucrium Soybean's performance over market.| α | -0.0082 | β | 0.01 |
Teucrium Soybean 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 Teucrium Soybean's Buy-and-hold return. Our buy-and-hold chart shows how Teucrium Soybean performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Teucrium Soybean Market Price Analysis
Market price analysis indicators help investors to evaluate how Teucrium Soybean etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Teucrium Soybean shares will generate the highest return on investment. By understating and applying Teucrium Soybean etf market price indicators, traders can identify Teucrium Soybean position entry and exit signals to maximize returns.
Teucrium Soybean Return and Market Media
The median price of Teucrium Soybean for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 21.86 with a coefficient of variation of 2.56. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 21.93, and mean deviation of 0.46. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Elliott Wave Technical Analysis Soybean Commodity For Tuesday, Sept 3 | 09/03/2024 |
2 | When Tariffs Last Bloomed Soybean Edition | 09/16/2024 |
3 | Funds Squaring Positions During Harvest. The Corn And Ethanol Report | 09/23/2024 |
4 | The Commodities Feed Oil Sells Off As Risk Premium Eases | 10/15/2024 |
5 | The Commodities Feed Middle East Uncertainty Lingers | 10/22/2024 |
6 | Grains Report - Wednesday, Oct. 30 | 10/30/2024 |
7 | Disposition of tradable shares by Mullen-rusin Cory of Teucrium Soybean subject to Rule 16b-3 | 10/31/2024 |
8 | Grains Report - Tuesday, Nov. 19 | 11/19/2024 |
About Teucrium Soybean 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 Teucrium or other etfs. Alpha measures the amount that position in Teucrium Soybean 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 Teucrium Soybean 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, Teucrium Soybean's short interest history, or implied volatility extrapolated from Teucrium Soybean options trading.
Build Portfolio with Teucrium Soybean
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 Teucrium Soybean Backtesting, Portfolio Optimization, Teucrium Soybean Correlation, Teucrium Soybean Hype Analysis, Teucrium Soybean Volatility, Teucrium Soybean History and analyze Teucrium Soybean Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Teucrium Soybean 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.