Ark Space Exploration Etf Alpha and Beta Analysis
| ARKX Etf | USD 18.83 0.32 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK Space Exploration. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK Space over a specified time horizon. Remember, high ARK Space'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 ARK Space's market risk premium analysis include:
Beta 1.36 | Alpha 0.16 | Risk 1.38 | Sharpe Ratio 0.25 | Expected Return 0.35 |
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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ARK Space Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK Space market risk premium is the additional return an investor will receive from holding ARK Space 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 ARK Space. 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 ARK Space's performance over market.| α | 0.16 | β | 1.36 |
ARK Space 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 ARK Space's Buy-and-hold return. Our buy-and-hold chart shows how ARK Space performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARK Space Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK Space etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARK Space shares will generate the highest return on investment. By understating and applying ARK Space etf market price indicators, traders can identify ARK Space position entry and exit signals to maximize returns.
ARK Space Return and Market Media
The median price of ARK Space for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 16.35 with a coefficient of variation of 6.36. The daily time series for the period is distributed with a sample standard deviation of 1.03, arithmetic mean of 16.24, and mean deviation of 0.82. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Technical Data - Stock Traders Daily | 09/23/2024 |
2 | AeroVironment Strikes 4.1 Billion Deal To Acquire BlueHalo, Expanding Defense Tech Horizons | 11/19/2024 |
About ARK Space 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 ARK or other etfs. Alpha measures the amount that position in ARK Space Exploration 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 ARK Space 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, ARK Space's short interest history, or implied volatility extrapolated from ARK Space options trading.
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Align your risk with return expectations
Check out ARK Space Backtesting, Portfolio Optimization, ARK Space Correlation, ARK Space Hype Analysis, ARK Space Volatility, ARK Space History and analyze ARK Space Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
ARK Space 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.