Quaker Investment Trust Etf Alpha and Beta Analysis
| OWNS Etf | USD 17.22 0.14 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quaker Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quaker Investment over a specified time horizon. Remember, high Quaker Investment'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 Quaker Investment's market risk premium analysis include:
Beta (0.03) | Alpha (0.03) | Risk 0.31 | Sharpe Ratio (0.08) | Expected Return (0.02) |
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.
Quaker |
Quaker Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quaker Investment market risk premium is the additional return an investor will receive from holding Quaker Investment 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 Quaker Investment. 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 Quaker Investment's performance over market.| α | -0.03 | β | -0.03 |
Quaker Investment 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 Quaker Investment's Buy-and-hold return. Our buy-and-hold chart shows how Quaker Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Quaker Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Quaker Investment etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Quaker Investment shares will generate the highest return on investment. By understating and applying Quaker Investment etf market price indicators, traders can identify Quaker Investment position entry and exit signals to maximize returns.
Quaker Investment Return and Market Media
The median price of Quaker Investment for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 17.36 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 17.35, and mean deviation of 0.2. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Warren Buffett Owns 1 Vanguard ETF That Could Soar 163, According to a Top Wall Street Analyst - sharewise | 09/24/2024 |
About Quaker Investment 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 Quaker or other etfs. Alpha measures the amount that position in Quaker Investment Trust 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 Quaker Investment 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, Quaker Investment's short interest history, or implied volatility extrapolated from Quaker Investment options trading.
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Check out Quaker Investment Backtesting, Portfolio Optimization, Quaker Investment Correlation, Quaker Investment Hype Analysis, Quaker Investment Volatility, Quaker Investment History and analyze Quaker Investment Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Quaker Investment 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.