Ishares Thematic Rotation Etf Alpha and Beta Analysis
| THRO Etf | 34.93 0.15 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Thematic Rotation. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Thematic over a specified time horizon. Remember, high IShares Thematic'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 IShares Thematic's market risk premium analysis include:
Beta 0.77 | Alpha 0.0798 | Risk 0.76 | Sharpe Ratio 0.21 | Expected Return 0.16 |
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.
IShares |
IShares Thematic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Thematic market risk premium is the additional return an investor will receive from holding IShares Thematic 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 IShares Thematic. 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 IShares Thematic's performance over market.| α | 0.08 | β | 0.77 |
IShares Thematic 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 IShares Thematic's Buy-and-hold return. Our buy-and-hold chart shows how IShares Thematic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Thematic Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Thematic etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Thematic shares will generate the highest return on investment. By understating and applying IShares Thematic etf market price indicators, traders can identify IShares Thematic position entry and exit signals to maximize returns.
IShares Thematic Return and Market Media
The median price of IShares Thematic for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 33.3 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 1.06, arithmetic mean of 33.46, and mean deviation of 0.9. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insurance ETFs Rally Through Hurricanes Milton, Helene - etf.com | 10/09/2024 |
2 | XDTE Roundhill Created A Weekly Income ETF Through Daily Options Yielding 13.77 percent YTD - Seeking Alpha | 10/18/2024 |
3 | These Stocks Could Get Big Post-Election Bumps Through the Holidays - Barrons | 11/14/2024 |
4 | Bridgewater opens strategy to retail investors through State Street ETF - Financial Times | 11/19/2024 |
5 | 5 ETF Articles That Broke Through in 2024 - ETF Trends | 12/02/2024 |
About IShares Thematic 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 IShares or other etfs. Alpha measures the amount that position in iShares Thematic Rotation 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 IShares Thematic 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, IShares Thematic's short interest history, or implied volatility extrapolated from IShares Thematic options trading.
Build Portfolio with IShares Thematic
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
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Check out IShares Thematic Backtesting, Portfolio Optimization, IShares Thematic Correlation, IShares Thematic Hype Analysis, IShares Thematic Volatility, IShares Thematic History and analyze IShares Thematic Performance. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
IShares Thematic 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.