HEALTHCARE TR AMER Alpha and Beta Analysis
| 42225UAD6 | 95.97 1.72 1.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HEALTHCARE TR AMER. It also helps investors analyze the systematic and unsystematic risks associated with investing in 42225UAD6 over a specified time horizon. Remember, high 42225UAD6'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 42225UAD6's market risk premium analysis include:
Beta (0.03) | Alpha (0.01) | Risk 0.3 | Sharpe Ratio (0.14) | Expected Return (0.04) |
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.
42225UAD6 |
42225UAD6 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 42225UAD6 market risk premium is the additional return an investor will receive from holding 42225UAD6 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 42225UAD6. 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 42225UAD6's performance over market.| α | -0.01 | β | -0.03 |
42225UAD6 Market Price Analysis
Market price analysis indicators help investors to evaluate how 42225UAD6 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 42225UAD6 shares will generate the highest return on investment. By understating and applying 42225UAD6 bond market price indicators, traders can identify 42225UAD6 position entry and exit signals to maximize returns.
42225UAD6 Return and Market Media
The median price of 42225UAD6 for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 97.78 with a coefficient of variation of 1.01. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 97.6, and mean deviation of 0.61. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
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About 42225UAD6 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 42225UAD6 or other bonds. Alpha measures the amount that position in HEALTHCARE TR AMER 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 42225UAD6 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, 42225UAD6's short interest history, or implied volatility extrapolated from 42225UAD6 options trading.
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Other Information on Investing in 42225UAD6 Bond
42225UAD6 financial ratios help investors to determine whether 42225UAD6 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 42225UAD6 with respect to the benefits of owning 42225UAD6 security.