Etracs Ifed Invest Etf Alpha and Beta Analysis
| IFED Etf | USD 42.56 0.46 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ETRACS IFED Invest. It also helps investors analyze the systematic and unsystematic risks associated with investing in ETRACS IFED over a specified time horizon. Remember, high ETRACS IFED'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 ETRACS IFED's market risk premium analysis include:
Beta 0.96 | Alpha 0.069 | Risk 0.93 | Sharpe Ratio 0.2 | Expected Return 0.18 |
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.
ETRACS |
ETRACS IFED Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ETRACS IFED market risk premium is the additional return an investor will receive from holding ETRACS IFED 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 ETRACS IFED. 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 ETRACS IFED's performance over market.| α | 0.07 | β | 0.96 |
ETRACS IFED 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 ETRACS IFED's Buy-and-hold return. Our buy-and-hold chart shows how ETRACS IFED performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ETRACS IFED Market Price Analysis
Market price analysis indicators help investors to evaluate how ETRACS IFED etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ETRACS IFED shares will generate the highest return on investment. By understating and applying ETRACS IFED etf market price indicators, traders can identify ETRACS IFED position entry and exit signals to maximize returns.
ETRACS IFED Return and Market Media
The median price of ETRACS IFED for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 38.92 with a coefficient of variation of 4.14. The daily time series for the period is distributed with a sample standard deviation of 1.62, arithmetic mean of 39.21, and mean deviation of 1.25. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About ETRACS IFED 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 ETRACS or other etfs. Alpha measures the amount that position in ETRACS IFED Invest 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 ETRACS IFED 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, ETRACS IFED's short interest history, or implied volatility extrapolated from ETRACS IFED options trading.
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Check out ETRACS IFED Backtesting, Portfolio Optimization, ETRACS IFED Correlation, ETRACS IFED Hype Analysis, ETRACS IFED Volatility, ETRACS IFED History and analyze ETRACS IFED Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
ETRACS IFED 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.