Bitwise Funds Trust Stock Alpha and Beta Analysis
| BPRO Stock | 27.14 0.45 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bitwise Funds Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bitwise Funds over a specified time horizon. Remember, high Bitwise Funds' 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 Bitwise Funds' market risk premium analysis include:
Beta 0.18 | Alpha 1.56 | Risk 5.77 | Sharpe Ratio 0.27 | Expected Return 1.58 |
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real. Bitwise Funds Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bitwise Funds market risk premium is the additional return an investor will receive from holding Bitwise Funds 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 Bitwise Funds. 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 Bitwise Funds' performance over market.| α | 1.56 | β | 0.18 |
About Bitwise Funds 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 Bitwise or other stocks. Alpha measures the amount that position in Bitwise Funds Trust 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 Bitwise Funds 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, Bitwise Funds' short interest history, or implied volatility extrapolated from Bitwise Funds options trading.
Build Portfolio with Bitwise Funds
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Other Tools for Bitwise Stock
When running Bitwise Funds' price analysis, check to measure Bitwise Funds' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bitwise Funds is operating at the current time. Most of Bitwise Funds' value examination focuses on studying past and present price action to predict the probability of Bitwise Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bitwise Funds' price. Additionally, you may evaluate how the addition of Bitwise Funds to your portfolios can decrease your overall portfolio volatility.
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