T Rex 2x Inverse Etf Alpha and Beta Analysis
| MSTZ Etf | 0.95 0.12 11.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as T REX 2X Inverse. It also helps investors analyze the systematic and unsystematic risks associated with investing in T REX over a specified time horizon. Remember, high T REX'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 T REX's market risk premium analysis include:
Beta (3.72) | Alpha (4.95) | Risk 14.05 | Sharpe Ratio (0.38) | Expected Return (5.28) |
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.
MSTZ |
T REX Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. T REX market risk premium is the additional return an investor will receive from holding T REX 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 T REX. 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 T REX's performance over market.| α | -4.95 | β | -3.72 |
T REX Return and Market Media
The median price of T REX for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 7.15 with a coefficient of variation of 70.65. The daily time series for the period is distributed with a sample standard deviation of 6.02, arithmetic mean of 8.52, and mean deviation of 4.93. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | REX Shares and Tuttle Capital Management Launch 2x Leveraged and Inverse MSTR Daily Target ETFs - Business Wire | 09/18/2024 |
2 | Leveraged Microstrategy ETFs break 400m as hot sauce arms race heat up - MSN | 09/27/2024 |
3 | MSTU And MSTZ The Only 2x ETFs On MicroStrategy And One Of The Most Volatile Ways To Play Bitcoin | 10/11/2024 |
4 | MSTU And MSTZ The Only 2x ETFs On MicroStrategy And One Of The Most Volatile Ways To Play Bitcoin - Nasdaq | 10/14/2024 |
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 T REX 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, T REX's short interest history, or implied volatility extrapolated from T REX options trading.