Stance Equity Esg Etf Alpha and Beta Analysis
| STNC Etf | USD 32.44 0.41 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stance Equity ESG. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stance Equity over a specified time horizon. Remember, high Stance Equity'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 Stance Equity's market risk premium analysis include:
Beta 0.78 | Alpha 0.018 | Risk 0.75 | Sharpe Ratio 0.17 | Expected Return 0.13 |
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.
Stance |
Stance Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stance Equity market risk premium is the additional return an investor will receive from holding Stance Equity 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 Stance Equity. 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 Stance Equity's performance over market.| α | 0.02 | β | 0.78 |
Stance Equity 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 Stance Equity's Buy-and-hold return. Our buy-and-hold chart shows how Stance Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stance Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how Stance Equity etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stance Equity shares will generate the highest return on investment. By understating and applying Stance Equity etf market price indicators, traders can identify Stance Equity position entry and exit signals to maximize returns.
Stance Equity Return and Market Media
The median price of Stance Equity for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 31.1 with a coefficient of variation of 2.19. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 30.92, and mean deviation of 0.55. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Long Term Investment Analysis - Stock Traders Daily | 09/23/2024 |
2 | Hennessy Advisors, Inc. Announces Listing Transfer for the Hennessy Stance ESG ETF to The Nasdaq Stock Market LLC | 11/25/2024 |
About Stance Equity 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 Stance or other etfs. Alpha measures the amount that position in Stance Equity ESG 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 Stance Equity 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, Stance Equity's short interest history, or implied volatility extrapolated from Stance Equity options trading.
Build Portfolio with Stance Equity
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Align your risk with return expectations
Check out Stance Equity Backtesting, Portfolio Optimization, Stance Equity Correlation, Stance Equity Hype Analysis, Stance Equity Volatility, Stance Equity History and analyze Stance Equity Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Stance Equity 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.