Brookstone Ultra Short Bond Etf Alpha and Beta Analysis

BAMU Etf   25.17  0.01  0.04%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brookstone Ultra Short Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brookstone Ultra over a specified time horizon. Remember, high Brookstone Ultra'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 Brookstone Ultra's market risk premium analysis include:
Beta
(0)
Alpha
0.001057
Risk
0.0433
Sharpe Ratio
0.28
Expected Return
0.012
Please note that although Brookstone Ultra alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Brookstone Ultra did better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Brookstone Ultra Short Bond etf's relative risk over its benchmark. Brookstone Ultra Short has a beta of . As returns on the market increase, returns on owning Brookstone Ultra are expected to decrease at a much lower rate. During the bear market, Brookstone Ultra is likely to outperform the market. .
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.
Check out Brookstone Ultra Backtesting, Portfolio Optimization, Brookstone Ultra Correlation, Brookstone Ultra Hype Analysis, Brookstone Ultra Volatility, Brookstone Ultra History and analyze Brookstone Ultra Performance.

Brookstone Ultra Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brookstone Ultra market risk premium is the additional return an investor will receive from holding Brookstone Ultra 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 Brookstone Ultra. 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 Brookstone Ultra's performance over market.
α0   β-0.0019

Brookstone Ultra 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 Brookstone Ultra's Buy-and-hold return. Our buy-and-hold chart shows how Brookstone Ultra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Brookstone Ultra Market Price Analysis

Market price analysis indicators help investors to evaluate how Brookstone Ultra etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brookstone Ultra shares will generate the highest return on investment. By understating and applying Brookstone Ultra etf market price indicators, traders can identify Brookstone Ultra position entry and exit signals to maximize returns.

Brookstone Ultra Return and Market Media

The median price of Brookstone Ultra for the period between Mon, Oct 20, 2025 and Sun, Jan 18, 2026 is 25.08 with a coefficient of variation of 0.23. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 25.08, and mean deviation of 0.05. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
DJT Stock Falls as Trump Media Launches Five America-First ETFs. What Is It Trying to Do - Barrons
12/30/2025

About Brookstone Ultra 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 Brookstone or other etfs. Alpha measures the amount that position in Brookstone Ultra Short 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 Brookstone Ultra 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, Brookstone Ultra's short interest history, or implied volatility extrapolated from Brookstone Ultra options trading.

Build Portfolio with Brookstone Ultra

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Brookstone Ultra Short is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Brookstone Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Brookstone Ultra Short Bond Etf. Highlighted below are key reports to facilitate an investment decision about Brookstone Ultra Short Bond Etf:
Brookstone Ultra 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.
A focus of Brookstone Ultra technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Brookstone Ultra trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...