Discipline Fund Etf Alpha and Beta Analysis
| DSCF Etf | USD 23.10 0.02 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Discipline Fund ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Discipline Fund over a specified time horizon. Remember, high Discipline Fund'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 Discipline Fund's market risk premium analysis include:
Beta 0.15 | Alpha (0.04) | Risk 0.35 | Sharpe Ratio (0.05) | Expected Return (0.02) |
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.
Discipline |
Discipline Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Discipline Fund market risk premium is the additional return an investor will receive from holding Discipline Fund 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 Discipline Fund. 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 Discipline Fund's performance over market.| α | -0.04 | β | 0.15 |
Discipline Fund 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 Discipline Fund's Buy-and-hold return. Our buy-and-hold chart shows how Discipline Fund performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Discipline Fund Market Price Analysis
Market price analysis indicators help investors to evaluate how Discipline Fund etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Discipline Fund shares will generate the highest return on investment. By understating and applying Discipline Fund etf market price indicators, traders can identify Discipline Fund position entry and exit signals to maximize returns.
Discipline Fund Return and Market Media
The median price of Discipline Fund for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 23.17 with a coefficient of variation of 1.06. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 23.13, and mean deviation of 0.21. The Etf received some media coverage during the period.About Discipline Fund 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 Discipline or other etfs. Alpha measures the amount that position in Discipline Fund ETF 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 Discipline Fund 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, Discipline Fund's short interest history, or implied volatility extrapolated from Discipline Fund options trading.
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Check out Discipline Fund Backtesting, Portfolio Optimization, Discipline Fund Correlation, Discipline Fund Hype Analysis, Discipline Fund Volatility, Discipline Fund History and analyze Discipline Fund Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Discipline Fund 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.