Ab Active Etfs, Etf Alpha and Beta Analysis
| LRGC Etf | 69.52 0.41 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AB Active ETFs,. It also helps investors analyze the systematic and unsystematic risks associated with investing in AB Active over a specified time horizon. Remember, high AB Active'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 AB Active's market risk premium analysis include:
Beta 0.81 | Alpha (0.01) | Risk 0.8 | Sharpe Ratio 0.15 | Expected Return 0.12 |
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.
LRGC |
AB Active Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AB Active market risk premium is the additional return an investor will receive from holding AB Active 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 AB Active. 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 AB Active's performance over market.| α | -0.009 | β | 0.81 |
AB Active 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 AB Active's Buy-and-hold return. Our buy-and-hold chart shows how AB Active performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AB Active Market Price Analysis
Market price analysis indicators help investors to evaluate how AB Active etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AB Active shares will generate the highest return on investment. By understating and applying AB Active etf market price indicators, traders can identify AB Active position entry and exit signals to maximize returns.
AB Active Return and Market Media
The median price of AB Active for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 66.46 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 1.71, arithmetic mean of 66.49, and mean deviation of 1.37. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | LRGC The Right Mix Of Sectors For Medium-Term Outperformance - Seeking Alpha | 09/25/2024 |
2 | Long Term Trading Analysis for - Stock Traders Daily | 11/18/2024 |
About AB Active 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 LRGC or other etfs. Alpha measures the amount that position in AB Active ETFs, 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 AB Active 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, AB Active's short interest history, or implied volatility extrapolated from AB Active options trading.
Build Portfolio with AB Active
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 AB Active Backtesting, Portfolio Optimization, AB Active Correlation, AB Active Hype Analysis, AB Active Volatility, AB Active History and analyze AB Active Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
AB Active 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.