Capital Group International Etf Alpha and Beta Analysis
| CGIE Etf | 28.55 0.39 1.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Capital Group International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Capital Group over a specified time horizon. Remember, high Capital Group'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 Capital Group's market risk premium analysis include:
Beta 0.54 | Alpha (0.15) | Risk 0.83 | Sharpe Ratio (0.06) | Expected Return (0.05) |
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.
Capital |
Capital Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Capital Group market risk premium is the additional return an investor will receive from holding Capital Group 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 Capital Group. 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 Capital Group's performance over market.| α | -0.15 | β | 0.54 |
Capital Group 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 Capital Group's Buy-and-hold return. Our buy-and-hold chart shows how Capital Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Capital Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Capital Group etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Capital Group shares will generate the highest return on investment. By understating and applying Capital Group etf market price indicators, traders can identify Capital Group position entry and exit signals to maximize returns.
Capital Group Return and Market Media
The median price of Capital Group for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 29.48 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 29.33, and mean deviation of 0.63. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investment Report - Stock Traders Daily | 09/25/2024 |
2 | Learn to Evaluate using the Charts - Stock Traders Daily | 11/07/2024 |
About Capital Group 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 Capital or other etfs. Alpha measures the amount that position in Capital Group Intern 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 Capital Group 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, Capital Group's short interest history, or implied volatility extrapolated from Capital Group options trading.
Build Portfolio with Capital Group
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 Capital Group Backtesting, Portfolio Optimization, Capital Group Correlation, Capital Group Hype Analysis, Capital Group Volatility, Capital Group History and analyze Capital Group Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Capital Group 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.