Defiance R2000 Target Etf Alpha and Beta Analysis
| IWMY Etf | 20.27 0.03 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Defiance R2000 Target. It also helps investors analyze the systematic and unsystematic risks associated with investing in Defiance R2000 over a specified time horizon. Remember, high Defiance R2000'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 R2000's market risk premium analysis include:
Beta (0.23) | Alpha (0.03) | Risk 0.91 | Sharpe Ratio (0.04) | Expected Return (0.03) |
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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Defiance R2000 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Defiance R2000 market risk premium is the additional return an investor will receive from holding Defiance R2000 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 R2000. 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 R2000's performance over market.| α | -0.03 | β | -0.23 |
Defiance R2000 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 R2000's Buy-and-hold return. Our buy-and-hold chart shows how Defiance R2000 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Defiance R2000 Market Price Analysis
Market price analysis indicators help investors to evaluate how Defiance R2000 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 R2000 shares will generate the highest return on investment. By understating and applying Defiance R2000 etf market price indicators, traders can identify Defiance R2000 position entry and exit signals to maximize returns.
Defiance R2000 Return and Market Media
Price Growth (%) |
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About Defiance R2000 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 R2000 Target 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 R2000 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 R2000's short interest history, or implied volatility extrapolated from Defiance R2000 options trading.
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Check out Defiance R2000 Backtesting, Portfolio Optimization, Defiance R2000 Correlation, Defiance R2000 Hype Analysis, Defiance R2000 Volatility, Defiance R2000 History and analyze Defiance R2000 Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Defiance R2000 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.