Sofi Next 500 Etf Alpha and Beta Analysis
| SFYX Etf | USD 15.79 0.11 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SoFi Next 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in SoFi Next over a specified time horizon. Remember, high SoFi Next'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 SoFi Next's market risk premium analysis include:
Beta 1.32 | Alpha 0.023 | Risk 1.13 | Sharpe Ratio 0.23 | Expected Return 0.25 |
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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SoFi Next Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SoFi Next market risk premium is the additional return an investor will receive from holding SoFi Next 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 SoFi Next. 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 SoFi Next's performance over market.| α | 0.02 | β | 1.32 |
SoFi Next 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 SoFi Next's Buy-and-hold return. Our buy-and-hold chart shows how SoFi Next performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SoFi Next Market Price Analysis
Market price analysis indicators help investors to evaluate how SoFi Next etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SoFi Next shares will generate the highest return on investment. By understating and applying SoFi Next etf market price indicators, traders can identify SoFi Next position entry and exit signals to maximize returns.
SoFi Next Return and Market Media
The median price of SoFi Next for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 14.3 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 14.45, and mean deviation of 0.48. The Etf received some media coverage during the period.About SoFi Next 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 SoFi or other etfs. Alpha measures the amount that position in SoFi Next 500 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 SoFi Next 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, SoFi Next's short interest history, or implied volatility extrapolated from SoFi Next options trading.
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Align your risk with return expectations
Check out SoFi Next Backtesting, Portfolio Optimization, SoFi Next Correlation, SoFi Next Hype Analysis, SoFi Next Volatility, SoFi Next History and analyze SoFi Next Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
SoFi Next 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.