Freedom 100 Emerging Etf Alpha and Beta Analysis
| FRDM Etf | USD 33.53 0.41 1.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Freedom 100 Emerging. It also helps investors analyze the systematic and unsystematic risks associated with investing in Freedom 100 over a specified time horizon. Remember, high Freedom 100'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 Freedom 100's market risk premium analysis include:
Beta 0.35 | Alpha (0.11) | Risk 1.2 | Sharpe Ratio (0.07) | Expected Return (0.08) |
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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Freedom 100 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Freedom 100 market risk premium is the additional return an investor will receive from holding Freedom 100 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 Freedom 100. 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 Freedom 100's performance over market.| α | -0.11 | β | 0.35 |
Freedom 100 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 Freedom 100's Buy-and-hold return. Our buy-and-hold chart shows how Freedom 100 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Freedom 100 Market Price Analysis
Market price analysis indicators help investors to evaluate how Freedom 100 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Freedom 100 shares will generate the highest return on investment. By understating and applying Freedom 100 etf market price indicators, traders can identify Freedom 100 position entry and exit signals to maximize returns.
Freedom 100 Return and Market Media
The median price of Freedom 100 for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 35.34 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 35.15, and mean deviation of 0.71. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Freedom 100 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 Freedom or other etfs. Alpha measures the amount that position in Freedom 100 Emerging 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 Freedom 100 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, Freedom 100's short interest history, or implied volatility extrapolated from Freedom 100 options trading.
Build Portfolio with Freedom 100
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 Freedom 100 Backtesting, Portfolio Optimization, Freedom 100 Correlation, Freedom 100 Hype Analysis, Freedom 100 Volatility, Freedom 100 History and analyze Freedom 100 Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Freedom 100 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.