Ark Innovation Etf Alpha and Beta Analysis
| ARKK Etf | USD 57.15 0.95 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK Innovation ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK Innovation over a specified time horizon. Remember, high ARK Innovation'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 ARK Innovation's market risk premium analysis include:
Beta 2.08 | Alpha 0.12 | Risk 2.29 | Sharpe Ratio 0.18 | Expected Return 0.41 |
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.
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ARK Innovation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK Innovation market risk premium is the additional return an investor will receive from holding ARK Innovation 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 ARK Innovation. 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 ARK Innovation's performance over market.| α | 0.12 | β | 2.08 |
ARK Innovation 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 ARK Innovation's Buy-and-hold return. Our buy-and-hold chart shows how ARK Innovation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARK Innovation Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK Innovation etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARK Innovation shares will generate the highest return on investment. By understating and applying ARK Innovation etf market price indicators, traders can identify ARK Innovation position entry and exit signals to maximize returns.
ARK Innovation Return and Market Media
The median price of ARK Innovation for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 47.15 with a coefficient of variation of 8.79. The daily time series for the period is distributed with a sample standard deviation of 4.25, arithmetic mean of 48.38, and mean deviation of 3.35. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fed Rate Cuts Make This Beaten-Down Cathie Wood Stock a Buy Now | 09/24/2024 |
2 | Cathie Woods Ark Invest Sells 5.7M Of Robinhood Shares As Bitcoin Surge Ignites Crypto Market Buys Stock Of Nvidia Rival AMD | 10/16/2024 |
3 | Strategic Blueprint LLC Sells 3,317 Shares of ARK Innovation ETF | 10/30/2024 |
4 | Cathie Wood Says Trumps Ideas On Eliminating Income Tax And Imposing Tariffs Brings Back Vibes Of Early Days Of Our Country | 11/04/2024 |
5 | Cathie Wood Predicts Trumps White House Return Will Ignite Reagan-Era Economic Boom Through Deregulation And Tax Cuts Likely To Turbocharge The US Economy | 11/11/2024 |
6 | 2 Meme Stocks to Buy Now | 11/13/2024 |
7 | Heres How Much 100 In Bitcoin Could Be Worth In 2030 If Cathie Woods Price Target Is Reached | 11/19/2024 |
8 | Money In Motion Top Picks To Power Your Portfolio Today | 11/20/2024 |
About ARK Innovation 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 ARK or other etfs. Alpha measures the amount that position in ARK Innovation ETF 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 ARK Innovation 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, ARK Innovation's short interest history, or implied volatility extrapolated from ARK Innovation options trading.
Build Portfolio with ARK Innovation
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Align your risk with return expectations
Check out ARK Innovation Backtesting, Portfolio Optimization, ARK Innovation Correlation, ARK Innovation Hype Analysis, ARK Innovation Volatility, ARK Innovation History and analyze ARK Innovation Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
ARK Innovation 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.