Db Gold Double Etf Alpha and Beta Analysis
| DGP Etf | USD 66.25 4.13 5.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DB Gold Double. It also helps investors analyze the systematic and unsystematic risks associated with investing in DB Gold over a specified time horizon. Remember, high DB Gold'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 DB Gold's market risk premium analysis include:
Beta (0.30) | Alpha 0.16 | Risk 2 | Sharpe Ratio 0.068 | Expected Return 0.14 |
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.
DGP |
DB Gold Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DB Gold market risk premium is the additional return an investor will receive from holding DB Gold 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 DB Gold. 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 DB Gold's performance over market.| α | 0.16 | β | -0.3 |
DB Gold 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 DB Gold's Buy-and-hold return. Our buy-and-hold chart shows how DB Gold performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DB Gold Market Price Analysis
Market price analysis indicators help investors to evaluate how DB Gold etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DB Gold shares will generate the highest return on investment. By understating and applying DB Gold etf market price indicators, traders can identify DB Gold position entry and exit signals to maximize returns.
DB Gold Return and Market Media
The median price of DB Gold for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 67.14 with a coefficient of variation of 5.74. The daily time series for the period is distributed with a sample standard deviation of 3.84, arithmetic mean of 66.89, and mean deviation of 3.18. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Election Commission appoints Ajay Kumar Singh as new DGP of Jharkhand ahead of polls - The Financial Express | 10/21/2024 |
About DB Gold 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 DGP or other etfs. Alpha measures the amount that position in DB Gold Double 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 DB Gold 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, DB Gold's short interest history, or implied volatility extrapolated from DB Gold options trading.
Build Portfolio with DB Gold
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 DB Gold Backtesting, Portfolio Optimization, DB Gold Correlation, DB Gold Hype Analysis, DB Gold Volatility, DB Gold History and analyze DB Gold Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
DB Gold 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.