Professionally Managed Portfolios Etf Alpha and Beta Analysis
| CAFX Etf | 24.56 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Professionally Managed Portfolios. It also helps investors analyze the systematic and unsystematic risks associated with investing in Professionally Managed over a specified time horizon. Remember, high Professionally Managed'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 Professionally Managed's market risk premium analysis include:
Beta 0.028 | Alpha (0.05) | Risk 133.64 | Sharpe Ratio 0.13 | Expected Return 17.83 |
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.
Professionally |
Professionally Managed Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Professionally Managed market risk premium is the additional return an investor will receive from holding Professionally Managed 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 Professionally Managed. 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 Professionally Managed's performance over market.| α | -0.05 | β | 0.03 |
Professionally Managed 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 Professionally Managed's Buy-and-hold return. Our buy-and-hold chart shows how Professionally Managed performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Professionally Managed Market Price Analysis
Market price analysis indicators help investors to evaluate how Professionally Managed etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Professionally Managed shares will generate the highest return on investment. By understating and applying Professionally Managed etf market price indicators, traders can identify Professionally Managed position entry and exit signals to maximize returns.
Professionally Managed Return and Market Media
The median price of Professionally Managed for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 24.78 with a coefficient of variation of 13.89. The daily time series for the period is distributed with a sample standard deviation of 3.38, arithmetic mean of 24.34, and mean deviation of 0.9. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 6 Reasons Your Credit Card Was Declined and What to Do Next - NerdWallet | 09/12/2024 |
| Professionally Managed dividend paid on 30th of September 2024 | 09/30/2024 |
| Professionally Managed dividend paid on 31st of October 2024 | 10/31/2024 |
About Professionally Managed 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 Professionally or other etfs. Alpha measures the amount that position in Professionally Managed 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 Professionally Managed 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, Professionally Managed's short interest history, or implied volatility extrapolated from Professionally Managed options trading.
Build Portfolio with Professionally Managed
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 Professionally Managed Backtesting, Portfolio Optimization, Professionally Managed Correlation, Professionally Managed Hype Analysis, Professionally Managed Volatility, Professionally Managed History and analyze Professionally Managed Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Professionally Managed 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.