Emcg Etf Alpha and Beta Analysis
| EMCG Etf | USD 11.34 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EMCG. It also helps investors analyze the systematic and unsystematic risks associated with investing in EMCG over a specified time horizon. Remember, high EMCG'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 EMCG's market risk premium analysis include:
Beta (0.39) | Alpha (0.04) | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 Investing Opportunities 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 unemployment. EMCG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EMCG market risk premium is the additional return an investor will receive from holding EMCG 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 EMCG. 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 EMCG's performance over market.| α | -0.04 | β | -0.39 |
EMCG Fundamentals Vs Peers
Comparing EMCG's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze EMCG's direct or indirect competition across all of the common fundamentals between EMCG and the related equities. This way, we can detect undervalued stocks with similar characteristics as EMCG or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of EMCG's fundamental indicators could also be used in its relative valuation, which is a method of valuing EMCG by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare EMCG to competition |
| Fundamentals | EMCG | Peer Average |
| Price To Earning | 11.87 X | 3.15 X |
| Price To Book | 2.55 X | 0.39 X |
| Beta | 0.015 | |
| One Year Return | (3.61) % | (0.97) % |
| Three Year Return | (2.36) % | 3.23 % |
| Five Year Return | (1.56) % | 1.12 % |
| Net Asset | 26.15 M | 2.29 B |
EMCG Opportunities
EMCG Return and Market Media
The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 14 Best FMCG Stocks to Invest In - Insider Monkey | 09/23/2025 |
2 | Insider Trading | 10/22/2025 |
About EMCG 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 EMCG or other etfs. Alpha measures the amount that position in EMCG 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 EMCG 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, EMCG's short interest history, or implied volatility extrapolated from EMCG options trading.
Build Portfolio with EMCG
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 Investing Opportunities 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 unemployment. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
EMCG 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.