Ishares Exponential (Brazil) Alpha and Beta Analysis
| BXTC39 Etf | BRL 61.68 1.98 3.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ishares Exponential Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ishares Exponential over a specified time horizon. Remember, high Ishares Exponential'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 Ishares Exponential's market risk premium analysis include:
Beta 0.18 | Alpha 0.15 | Risk 0.79 | Sharpe Ratio 0.27 | Expected Return 0.21 |
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.
Ishares |
Ishares Exponential Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ishares Exponential market risk premium is the additional return an investor will receive from holding Ishares Exponential 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 Ishares Exponential. 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 Ishares Exponential's performance over market.| α | 0.15 | β | 0.18 |
Ishares Exponential 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 Ishares Exponential's Buy-and-hold return. Our buy-and-hold chart shows how Ishares Exponential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ishares Exponential Market Price Analysis
Market price analysis indicators help investors to evaluate how Ishares Exponential etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ishares Exponential shares will generate the highest return on investment. By understating and applying Ishares Exponential etf market price indicators, traders can identify Ishares Exponential position entry and exit signals to maximize returns.
Ishares Exponential Return and Market Media
The median price of Ishares Exponential for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 55.68 with a coefficient of variation of 3.55. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 56.07, and mean deviation of 1.74. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ishares Exponential 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 Ishares or other etfs. Alpha measures the amount that position in Ishares Exponential 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 Ishares Exponential 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, Ishares Exponential's short interest history, or implied volatility extrapolated from Ishares Exponential options trading.
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Additional Information and Resources on Investing in Ishares Etf
When determining whether Ishares Exponential 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 Ishares 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 Ishares Exponential Technologies Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Exponential Technologies Etf:Check out Ishares Exponential Backtesting, Portfolio Optimization, Ishares Exponential Correlation, Ishares Exponential Hype Analysis, Ishares Exponential Volatility, Ishares Exponential History and analyze Ishares Exponential Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Ishares Exponential 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.