Ishares Floating Rate Etf Alpha and Beta Analysis
| XFR Etf | CAD 20.02 0.01 0.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Floating Rate. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Floating over a specified time horizon. Remember, high IShares Floating'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 IShares Floating's market risk premium analysis include:
Beta (0) | Alpha 0.00613 | Risk 0.0335 | Sharpe Ratio 0.46 | Expected Return 0.0154 |
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.
IShares |
IShares Floating Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Floating market risk premium is the additional return an investor will receive from holding IShares Floating 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 IShares Floating. 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 IShares Floating's performance over market.| α | 0.01 | β | -0.0012 |
IShares Floating 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 IShares Floating's Buy-and-hold return. Our buy-and-hold chart shows how IShares Floating performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Floating Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Floating etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Floating shares will generate the highest return on investment. By understating and applying IShares Floating etf market price indicators, traders can identify IShares Floating position entry and exit signals to maximize returns.
IShares Floating Return and Market Media
The median price of IShares Floating for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 19.93 with a coefficient of variation of 0.31. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 19.92, and mean deviation of 0.05. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About IShares Floating 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 IShares or other etfs. Alpha measures the amount that position in iShares Floating Rate 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 IShares Floating 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, IShares Floating's short interest history, or implied volatility extrapolated from IShares Floating options trading.
Build Portfolio with IShares Floating
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Align your risk with return expectations
Check out IShares Floating Backtesting, Portfolio Optimization, IShares Floating Correlation, IShares Floating Hype Analysis, IShares Floating Volatility, IShares Floating History and analyze IShares Floating Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
IShares Floating 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.