Columbia Etf Alpha and Beta Analysis
| ESGS Etf | USD 7,754 11.50 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Columbia. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia over a specified time horizon. Remember, high Columbia'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 Columbia's market risk premium analysis include:
Beta (293.44) | Alpha 504.86 | Risk 196.91 | Sharpe Ratio 0.19 | Expected Return 37.37 |
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.
Columbia | Build AI portfolio with Columbia Etf |
Columbia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia market risk premium is the additional return an investor will receive from holding Columbia 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 Columbia. 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 Columbia's performance over market.| α | 504.86 | β | -293.44 |
Columbia Fundamentals Vs Peers
Comparing Columbia's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Columbia's direct or indirect competition across all of the common fundamentals between Columbia and the related equities. This way, we can detect undervalued stocks with similar characteristics as Columbia or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Columbia's fundamental indicators could also be used in its relative valuation, which is a method of valuing Columbia by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Columbia to competition |
| Fundamentals | Columbia | Peer Average |
| Price To Earning | 17.03 X | 3.15 X |
| Price To Book | 2.45 X | 0.39 X |
| Price To Sales | 0.92 X | 0.33 X |
| Beta | 0.84 | |
| One Year Return | 8.20 % | (0.97) % |
| Three Year Return | 11.70 % | 3.23 % |
| Five Year Return | 12.60 % | 1.12 % |
Columbia Opportunities
Columbia Return and Market Media
The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Amundi expands ESG range with two ETFs - PA Future | 11/03/2025 |
2 | Will Vanguard ESG International Stock ETF stock issue positive guidance - 2025 Earnings Surprises AI Powered Trade Plan Recommendations - Fundao Cultural do Par | 11/14/2025 |
3 | IShares MSCI USA ESG Enhanced CTB UCITS ETF will Change its Name to iShares MSCI USA CTB Enhanced ESG UCITS ETF - MarketScreener | 11/24/2025 |
4 | Where are the Opportunities in - news.stocktradersdaily.com | 12/08/2025 |
5 | Xtrackers to modify ESG exclusion criteria for two ETFs - Investing.com | 12/16/2025 |
6 | Can Nuveen ESG Mid Cap Growth ETF stock sustain margin levels - Quarterly Profit Review AI Forecasted Entry and Exit Points - | 12/19/2025 |
7 | Is Nuveen ESG Small-Cap ETF a Strong ETF Right Now - sharewise.com | 01/12/2026 |
About Columbia 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 Columbia or other etfs. Alpha measures the amount that position in Columbia 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 Columbia 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, Columbia's short interest history, or implied volatility extrapolated from Columbia options trading.
Build Portfolio with Columbia
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 Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Columbia 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.