Altshares Trust Etf Alpha and Beta Analysis
| ARB Etf | USD 29.00 0.06 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AltShares Trust . It also helps investors analyze the systematic and unsystematic risks associated with investing in AltShares Trust over a specified time horizon. Remember, high AltShares Trust'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 AltShares Trust's market risk premium analysis include:
Beta 0.0492 | Alpha (0) | Risk 0.19 | Sharpe Ratio 0.0742 | Expected Return 0.0138 |
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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AltShares Trust Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AltShares Trust market risk premium is the additional return an investor will receive from holding AltShares Trust 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 AltShares Trust. 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 AltShares Trust's performance over market.| α | -0.0041 | β | 0.05 |
AltShares Trust 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 AltShares Trust's Buy-and-hold return. Our buy-and-hold chart shows how AltShares Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AltShares Trust Market Price Analysis
Market price analysis indicators help investors to evaluate how AltShares Trust etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AltShares Trust shares will generate the highest return on investment. By understating and applying AltShares Trust etf market price indicators, traders can identify AltShares Trust position entry and exit signals to maximize returns.
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| Long Line Candle |
AltShares Trust Return and Market Media
The median price of AltShares Trust for the period between Fri, Oct 10, 2025 and Thu, Jan 8, 2026 is 28.9 with a coefficient of variation of 0.27. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 28.92, and mean deviation of 0.06. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Airplane And Naked Gun Co-Creator David Zucker On New Comedy Course, Upcoming Noir Spoof, And Why You Cant Replace Leslie Nielsen | 12/01/2025 |
2 | Jimmy Kimmel will stay with ABC through 2027, spurning retirement | 12/09/2025 |
3 | The total return for Stolt-Nielsen investors has risen faster than earnings growth over the last five years | 12/15/2025 |
4 | CBS News launches town hall series featuring JD Vance following Bari Weiss ratings flop | 12/18/2025 |
5 | Nielsen Foundation Announces 2025 Data for Good Grantees | 12/22/2025 |
6 | Nielsen, Roku deepen data-sharing pact to enhance streaming measurement | 12/23/2025 |
7 | Prediction This Company Is All Set to Hit a 5 Trillion Market Cap in 2026 | 12/31/2025 |
8 | SYNEVIT Spotlight Update on Dietary Guidelines Highlight Need for Trust in Health and Wellness in the US | 01/06/2026 |
About AltShares Trust 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 AltShares or other etfs. Alpha measures the amount that position in AltShares Trust 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 AltShares Trust 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, AltShares Trust's short interest history, or implied volatility extrapolated from AltShares Trust options trading.
Build Portfolio with AltShares Trust
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
Align your risk with return expectations
Check out AltShares Trust Backtesting, Portfolio Optimization, AltShares Trust Correlation, AltShares Trust Hype Analysis, AltShares Trust Volatility, AltShares Trust History and analyze AltShares Trust Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
AltShares Trust 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.