Smi 3fourteen Full Cycle Etf Alpha and Beta Analysis
| FCTE Etf | 27.05 0.11 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SMI 3Fourteen Full Cycle. It also helps investors analyze the systematic and unsystematic risks associated with investing in SMI 3Fourteen over a specified time horizon. Remember, high SMI 3Fourteen'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 SMI 3Fourteen's market risk premium analysis include:
Beta 0.26 | Alpha 0.0416 | Risk 0.84 | Sharpe Ratio 0.064 | Expected Return 0.054 |
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.
SMI |
SMI 3Fourteen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SMI 3Fourteen market risk premium is the additional return an investor will receive from holding SMI 3Fourteen 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 SMI 3Fourteen. 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 SMI 3Fourteen's performance over market.| α | 0.04 | β | 0.26 |
SMI 3Fourteen 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 SMI 3Fourteen's Buy-and-hold return. Our buy-and-hold chart shows how SMI 3Fourteen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SMI 3Fourteen Market Price Analysis
Market price analysis indicators help investors to evaluate how SMI 3Fourteen etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SMI 3Fourteen shares will generate the highest return on investment. By understating and applying SMI 3Fourteen etf market price indicators, traders can identify SMI 3Fourteen position entry and exit signals to maximize returns.
SMI 3Fourteen Return and Market Media
The median price of SMI 3Fourteen for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 27.13 with a coefficient of variation of 1.81. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 27.02, and mean deviation of 0.38. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | PulteGroup Q3 Beats Estimates Home Closings Up 12, CEO Highlights Feds Role in Addressing Affordability | 10/22/2024 |
About SMI 3Fourteen 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 SMI or other etfs. Alpha measures the amount that position in SMI 3Fourteen Full 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 SMI 3Fourteen 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, SMI 3Fourteen's short interest history, or implied volatility extrapolated from SMI 3Fourteen options trading.
Build Portfolio with SMI 3Fourteen
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 SMI 3Fourteen Backtesting, Portfolio Optimization, SMI 3Fourteen Correlation, SMI 3Fourteen Hype Analysis, SMI 3Fourteen Volatility, SMI 3Fourteen History and analyze SMI 3Fourteen Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
SMI 3Fourteen 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.