Saturna Al (UK) Alpha and Beta Analysis
| AMAL Etf | 9.21 0.01 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Saturna Al Kawthar Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Saturna Al over a specified time horizon. Remember, high Saturna Al'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 Saturna Al's market risk premium analysis include:
Beta 0.53 | Alpha (0.07) | Risk 0.79 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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.
Saturna |
Saturna Al Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Saturna Al market risk premium is the additional return an investor will receive from holding Saturna Al 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 Saturna Al. 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 Saturna Al's performance over market.| α | -0.07 | β | 0.53 |
Saturna Al 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 Saturna Al's Buy-and-hold return. Our buy-and-hold chart shows how Saturna Al performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Saturna Al Market Price Analysis
Market price analysis indicators help investors to evaluate how Saturna Al etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saturna Al shares will generate the highest return on investment. By understating and applying Saturna Al etf market price indicators, traders can identify Saturna Al position entry and exit signals to maximize returns.
Saturna Al Return and Market Media
The median price of Saturna Al for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 9.29 with a coefficient of variation of 1.37. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 9.26, and mean deviation of 0.1. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | HANetf head of research says move to active ETFs is gaining momentum - Proactive Investors USA | 09/23/2024 |
2 | European Active ETF Flows Surge 64 percent from Q2 to Q3, According to HANetfs Quarterly Market Report - RankiaPro En | 10/23/2024 |
3 | Should You Buy Amalgamated Financial Corp. For Its Upcoming Dividend - Yahoo Finance | 11/01/2024 |
4 | Lebanon Says Israeli Strike Kills Hospital Chief, 6 Colleagues - Barrons | 11/22/2024 |
About Saturna Al 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 Saturna or other etfs. Alpha measures the amount that position in Saturna Al Kawthar 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 Saturna Al 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, Saturna Al's short interest history, or implied volatility extrapolated from Saturna Al options trading.
Build Portfolio with Saturna Al
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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Other Information on Investing in Saturna Etf
Saturna Al financial ratios help investors to determine whether Saturna Etf 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 Saturna with respect to the benefits of owning Saturna Al security.