Aptus Defined Risk Etf Alpha and Beta Analysis
| DRSK Etf | USD 27.62 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aptus Defined Risk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aptus Defined over a specified time horizon. Remember, high Aptus Defined'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 Aptus Defined's market risk premium analysis include:
Beta 0.27 | Alpha (0.05) | Risk 0.38 | Sharpe Ratio (0.04) | Expected Return (0.01) |
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.
Aptus |
Aptus Defined Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aptus Defined market risk premium is the additional return an investor will receive from holding Aptus Defined 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 Aptus Defined. 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 Aptus Defined's performance over market.| α | -0.05 | β | 0.27 |
Aptus Defined 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 Aptus Defined's Buy-and-hold return. Our buy-and-hold chart shows how Aptus Defined performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aptus Defined Market Price Analysis
Market price analysis indicators help investors to evaluate how Aptus Defined etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aptus Defined shares will generate the highest return on investment. By understating and applying Aptus Defined etf market price indicators, traders can identify Aptus Defined position entry and exit signals to maximize returns.
Aptus Defined Return and Market Media
The median price of Aptus Defined for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 28.02 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 28.01, and mean deviation of 0.21. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Aptus Defined Risk ETF declares quarterly distribution of 0.2137 | 10/01/2024 |
2 | Aptus Capital Advisors Expands Active, Options-Based ETF Lineup with the Launch of the Aptus Large Cap Upside ETF | 11/21/2024 |
About Aptus Defined 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 Aptus or other etfs. Alpha measures the amount that position in Aptus Defined Risk 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 Aptus Defined 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, Aptus Defined's short interest history, or implied volatility extrapolated from Aptus Defined options trading.
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Check out Aptus Defined Backtesting, Portfolio Optimization, Aptus Defined Correlation, Aptus Defined Hype Analysis, Aptus Defined Volatility, Aptus Defined History and analyze Aptus Defined Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Aptus Defined 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.