Ishares 20 Year Etf Alpha and Beta Analysis
| TLT Etf | USD 93.01 0.64 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares 20 Year. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares 20 over a specified time horizon. Remember, high IShares 20'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 20's market risk premium analysis include:
Beta (0.26) | Alpha (0.04) | Risk 0.87 | Sharpe Ratio (0.07) | Expected Return (0.06) |
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 20 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares 20 market risk premium is the additional return an investor will receive from holding IShares 20 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 20. 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 20's performance over market.| α | -0.04 | β | -0.26 |
IShares 20 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 20's Buy-and-hold return. Our buy-and-hold chart shows how IShares 20 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares 20 Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares 20 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 20 shares will generate the highest return on investment. By understating and applying IShares 20 etf market price indicators, traders can identify IShares 20 position entry and exit signals to maximize returns.
IShares 20 Return and Market Media
The median price of IShares 20 for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 94.13 with a coefficient of variation of 3.5. The daily time series for the period is distributed with a sample standard deviation of 3.31, arithmetic mean of 94.67, and mean deviation of 2.94. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 3 High-Yield Stocks to Lock in Steady Income This Quarter | 10/10/2024 |
2 | Vicus Capital Has 1.16 Million Stock Holdings in iShares 20 Year Treasury Bond ETF | 10/22/2024 |
3 | iShares 20 Year Treasury Bond ETF is E Fund Management Hong Kong Co. Ltd.s 8th Largest Position | 10/31/2024 |
4 | Cornerstone Planning Group LLC Has 68,000 Stake in iShares 20 Year Treasury Bond ETF | 11/13/2024 |
5 | BCM Advisors LLC Grows Stake in iShares 20 Year Treasury Bond ETF | 11/14/2024 |
6 | Technical Monday How Key Ratios Measure Risk | 11/18/2024 |
7 | iShares 20 Year Treasury Bond ETF Stock Holdings Reduced by Vertex Planning Partners LLC | 11/19/2024 |
About IShares 20 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 20 Year 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 20 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 20's short interest history, or implied volatility extrapolated from IShares 20 options trading.
Build Portfolio with IShares 20
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Check out IShares 20 Backtesting, Portfolio Optimization, IShares 20 Correlation, IShares 20 Hype Analysis, IShares 20 Volatility, IShares 20 History and analyze IShares 20 Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
IShares 20 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.