LEVERAGE SHARES (UK) Alpha and Beta Analysis

CPER Etf   1,650  29.50  1.76%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LEVERAGE SHARES PUBLIC. It also helps investors analyze the systematic and unsystematic risks associated with investing in LEVERAGE SHARES over a specified time horizon. Remember, high LEVERAGE SHARES'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 LEVERAGE SHARES's market risk premium analysis include:
Beta
(0.15)
Alpha
0.0502
Risk
1.13
Sharpe Ratio
0.0552
Expected Return
0.0626
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 etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

LEVERAGE SHARES Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LEVERAGE SHARES market risk premium is the additional return an investor will receive from holding LEVERAGE SHARES 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 LEVERAGE SHARES. 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 LEVERAGE SHARES's performance over market.
α0.05   β-0.15

LEVERAGE SHARES Return and Market Media

The median price of LEVERAGE SHARES for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 1690.0 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 49.72, arithmetic mean of 1681.21, and mean deviation of 41.36. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
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 LEVERAGE SHARES 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, LEVERAGE SHARES's short interest history, or implied volatility extrapolated from LEVERAGE SHARES options trading.

Build Portfolio with LEVERAGE SHARES

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