Tema Monopolies And Etf Alpha and Beta Analysis
| TOLL Etf | 33.31 0.11 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tema Monopolies and. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tema Monopolies over a specified time horizon. Remember, high Tema Monopolies' 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 Tema Monopolies' market risk premium analysis include:
Beta 0.35 | Alpha (0.02) | Risk 0.85 | Sharpe Ratio 0.0216 | Expected Return 0.0184 |
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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Tema Monopolies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tema Monopolies market risk premium is the additional return an investor will receive from holding Tema Monopolies 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 Tema Monopolies. 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 Tema Monopolies' performance over market.| α | -0.02 | β | 0.35 |
Tema Monopolies 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 Tema Monopolies' Buy-and-hold return. Our buy-and-hold chart shows how Tema Monopolies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tema Monopolies Market Price Analysis
Market price analysis indicators help investors to evaluate how Tema Monopolies etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tema Monopolies shares will generate the highest return on investment. By understating and applying Tema Monopolies etf market price indicators, traders can identify Tema Monopolies position entry and exit signals to maximize returns.
Tema Monopolies Return and Market Media
The median price of Tema Monopolies for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 32.89 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 32.6, and mean deviation of 0.56. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tema Monopolies 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 Tema or other etfs. Alpha measures the amount that position in Tema Monopolies 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 Tema Monopolies 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, Tema Monopolies' short interest history, or implied volatility extrapolated from Tema Monopolies options trading.
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Check out Tema Monopolies Backtesting, Portfolio Optimization, Tema Monopolies Correlation, Tema Monopolies Hype Analysis, Tema Monopolies Volatility, Tema Monopolies History and analyze Tema Monopolies Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Tema Monopolies 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.