Defiance Hotel Airline Etf Alpha and Beta Analysis
| CRUZ Etf | USD 27.23 0.05 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Defiance Hotel Airline. It also helps investors analyze the systematic and unsystematic risks associated with investing in Defiance Hotel over a specified time horizon. Remember, high Defiance Hotel'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 Defiance Hotel's market risk premium analysis include:
Beta 1.08 | Alpha 0.25 | Risk 1.1 | Sharpe Ratio 0.29 | Expected Return 0.32 |
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.
Defiance |
Defiance Hotel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Defiance Hotel market risk premium is the additional return an investor will receive from holding Defiance Hotel 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 Defiance Hotel. 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 Defiance Hotel's performance over market.| α | 0.25 | β | 1.08 |
Defiance Hotel 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 Defiance Hotel's Buy-and-hold return. Our buy-and-hold chart shows how Defiance Hotel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Defiance Hotel Market Price Analysis
Market price analysis indicators help investors to evaluate how Defiance Hotel etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Defiance Hotel shares will generate the highest return on investment. By understating and applying Defiance Hotel etf market price indicators, traders can identify Defiance Hotel position entry and exit signals to maximize returns.
Defiance Hotel Return and Market Media
The median price of Defiance Hotel for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 24.79 with a coefficient of variation of 6.94. The daily time series for the period is distributed with a sample standard deviation of 1.74, arithmetic mean of 25.05, and mean deviation of 1.51. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goldman Sachs Sees Deltas Long-Term Growth On Track EPS To Hit 9.50 By FY26 | 11/21/2024 |
2 | Travel ETFs Beat SP 500 in a Month Heres Why - Zacks Investment Research | 12/11/2024 |
About Defiance Hotel 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 Defiance or other etfs. Alpha measures the amount that position in Defiance Hotel Airline 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 Defiance Hotel 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, Defiance Hotel's short interest history, or implied volatility extrapolated from Defiance Hotel options trading.
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Align your risk with return expectations
Check out Defiance Hotel Backtesting, Portfolio Optimization, Defiance Hotel Correlation, Defiance Hotel Hype Analysis, Defiance Hotel Volatility, Defiance Hotel History and analyze Defiance Hotel Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Defiance Hotel 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.