LS ARK (UK) Alpha and Beta Analysis
| ARKA Etf | 225.75 16.30 6.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LS ARK Innovation. It also helps investors analyze the systematic and unsystematic risks associated with investing in LS ARK over a specified time horizon. Remember, high LS ARK'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 LS ARK's market risk premium analysis include:
Beta 0.55 | Alpha 0.003662 | Risk 2.27 | Sharpe Ratio (0.01) | 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.
ARKA |
LS ARK Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LS ARK market risk premium is the additional return an investor will receive from holding LS ARK 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 LS ARK. 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 LS ARK's performance over market.| α | 0 | β | 0.55 |
LS ARK 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 LS ARK's Buy-and-hold return. Our buy-and-hold chart shows how LS ARK performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LS ARK Market Price Analysis
Market price analysis indicators help investors to evaluate how LS ARK etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LS ARK shares will generate the highest return on investment. By understating and applying LS ARK etf market price indicators, traders can identify LS ARK position entry and exit signals to maximize returns.
LS ARK Return and Market Media
The median price of LS ARK for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 249.81 with a coefficient of variation of 4.77. The daily time series for the period is distributed with a sample standard deviation of 11.97, arithmetic mean of 250.76, and mean deviation of 9.8. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 5 Top-Performing Dividend ETFs of 2H Yielding At Least 20 percent - December 31, 2024 - Zacks Investment Research | 12/31/2024 |
2 | Trading Report - Stock Traders Daily | 02/12/2025 |
About LS ARK 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 ARKA or other etfs. Alpha measures the amount that position in LS ARK Innovation 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 LS ARK 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, LS ARK's short interest history, or implied volatility extrapolated from LS ARK options trading.
Build Portfolio with LS ARK
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Other Information on Investing in ARKA Etf
LS ARK financial ratios help investors to determine whether ARKA 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 ARKA with respect to the benefits of owning LS ARK security.