Sonicshares Global Shipping Etf Alpha and Beta Analysis
| BOAT Etf | USD 31.12 0.58 1.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SonicShares Global Shipping. It also helps investors analyze the systematic and unsystematic risks associated with investing in SonicShares Global over a specified time horizon. Remember, high SonicShares Global'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 SonicShares Global's market risk premium analysis include:
Beta 0.15 | Alpha (0.11) | Risk 1.56 | Sharpe Ratio (0.05) | Expected Return (0.08) |
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.
SonicShares |
SonicShares Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SonicShares Global market risk premium is the additional return an investor will receive from holding SonicShares Global 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 SonicShares Global. 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 SonicShares Global's performance over market.| α | -0.11 | β | 0.15 |
SonicShares Global 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 SonicShares Global's Buy-and-hold return. Our buy-and-hold chart shows how SonicShares Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SonicShares Global Market Price Analysis
Market price analysis indicators help investors to evaluate how SonicShares Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SonicShares Global shares will generate the highest return on investment. By understating and applying SonicShares Global etf market price indicators, traders can identify SonicShares Global position entry and exit signals to maximize returns.
SonicShares Global Return and Market Media
The median price of SonicShares Global for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 32.86 with a coefficient of variation of 3.79. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 33.06, and mean deviation of 0.99. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | China International Boat Show 2024 Bravely Taking the Lead for Writing a New Chapter of the Yacht Industry | 11/08/2024 |
2 | RunMyProcess Names Uno Veski as Chief Product and Strategy Officer, Ready to Capitalize off Business Orchestration and Automation Technologies | 11/21/2024 |
About SonicShares Global 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 SonicShares or other etfs. Alpha measures the amount that position in SonicShares Global 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 SonicShares Global 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, SonicShares Global's short interest history, or implied volatility extrapolated from SonicShares Global options trading.
Build Portfolio with SonicShares Global
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 SonicShares Global Backtesting, Portfolio Optimization, SonicShares Global Correlation, SonicShares Global Hype Analysis, SonicShares Global Volatility, SonicShares Global History and analyze SonicShares Global Performance. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
SonicShares Global 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.