Barrons 400 Etf Alpha and Beta Analysis
| BFOR Etf | USD 78.96 0.31 0.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Barrons 400 ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Barrons 400 over a specified time horizon. Remember, high Barrons 400'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 Barrons 400's market risk premium analysis include:
Beta 1.24 | Alpha 0.0268 | Risk 1.05 | Sharpe Ratio 0.17 | Expected Return 0.18 |
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.
Barrons |
Barrons 400 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Barrons 400 market risk premium is the additional return an investor will receive from holding Barrons 400 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 Barrons 400. 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 Barrons 400's performance over market.| α | 0.03 | β | 1.24 |
Barrons 400 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 Barrons 400's Buy-and-hold return. Our buy-and-hold chart shows how Barrons 400 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Barrons 400 Market Price Analysis
Market price analysis indicators help investors to evaluate how Barrons 400 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Barrons 400 shares will generate the highest return on investment. By understating and applying Barrons 400 etf market price indicators, traders can identify Barrons 400 position entry and exit signals to maximize returns.
Barrons 400 Return and Market Media
The median price of Barrons 400 for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 71.8 with a coefficient of variation of 4.23. The daily time series for the period is distributed with a sample standard deviation of 3.06, arithmetic mean of 72.49, and mean deviation of 2.36. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Long Term Trading Analysis for - Stock Traders Daily | 09/17/2024 |
2 | On The My Stocks Page - Stock Traders Daily | 11/21/2024 |
About Barrons 400 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 Barrons or other etfs. Alpha measures the amount that position in Barrons 400 ETF 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 Barrons 400 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, Barrons 400's short interest history, or implied volatility extrapolated from Barrons 400 options trading.
Build Portfolio with Barrons 400
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 Barrons 400 Backtesting, Portfolio Optimization, Barrons 400 Correlation, Barrons 400 Hype Analysis, Barrons 400 Volatility, Barrons 400 History and analyze Barrons 400 Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Barrons 400 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.