Themes Natural Monopoly Etf Alpha and Beta Analysis
| CZAR Etf | 29.85 0.28 0.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Themes Natural Monopoly. It also helps investors analyze the systematic and unsystematic risks associated with investing in Themes Natural over a specified time horizon. Remember, high Themes Natural'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 Themes Natural's market risk premium analysis include:
Beta 0.74 | Alpha (0.03) | Risk 0.72 | Sharpe Ratio 0.0781 | Expected Return 0.056 |
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.
Themes |
Themes Natural Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Themes Natural market risk premium is the additional return an investor will receive from holding Themes Natural 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 Themes Natural. 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 Themes Natural's performance over market.| α | -0.03 | β | 0.74 |
Themes Natural 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 Themes Natural's Buy-and-hold return. Our buy-and-hold chart shows how Themes Natural performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Themes Natural Market Price Analysis
Market price analysis indicators help investors to evaluate how Themes Natural etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Themes Natural shares will generate the highest return on investment. By understating and applying Themes Natural etf market price indicators, traders can identify Themes Natural position entry and exit signals to maximize returns.
Themes Natural Return and Market Media
The median price of Themes Natural for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 29.32 with a coefficient of variation of 1.33. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 29.24, and mean deviation of 0.32. The Etf received some media coverage during the period. Price Growth (%) |
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About Themes Natural 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 Themes or other etfs. Alpha measures the amount that position in Themes Natural Monopoly 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 Themes Natural 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, Themes Natural's short interest history, or implied volatility extrapolated from Themes Natural options trading.
Build Portfolio with Themes Natural
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 Themes Natural Backtesting, Portfolio Optimization, Themes Natural Correlation, Themes Natural Hype Analysis, Themes Natural Volatility, Themes Natural History and analyze Themes Natural Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Themes Natural 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.