Advisorshares Trust Etf Alpha and Beta Analysis

HVAC Etf   31.90  0.03  0.09%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AdvisorShares Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in AdvisorShares Trust over a specified time horizon. Remember, high AdvisorShares Trust'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 AdvisorShares Trust's market risk premium analysis include:
Beta
0.12
Alpha
0.0684
Risk
1.72
Sharpe Ratio
0.0607
Expected Return
0.1
Please note that although AdvisorShares Trust alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, AdvisorShares Trust did 0.07  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AdvisorShares Trust etf's relative risk over its benchmark. AdvisorShares Trust has a beta of 0.12  . As returns on the market increase, AdvisorShares Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding AdvisorShares Trust is expected to be smaller as well. .
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 AdvisorShares Trust Backtesting, Portfolio Optimization, AdvisorShares Trust Correlation, AdvisorShares Trust Hype Analysis, AdvisorShares Trust Volatility, AdvisorShares Trust History and analyze AdvisorShares Trust Performance.
For information on how to trade AdvisorShares Etf refer to our How to Trade AdvisorShares Etf guide.

AdvisorShares Trust Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AdvisorShares Trust market risk premium is the additional return an investor will receive from holding AdvisorShares Trust 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 AdvisorShares Trust. 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 AdvisorShares Trust's performance over market.
α0.07   β0.12

AdvisorShares Trust 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 AdvisorShares Trust's Buy-and-hold return. Our buy-and-hold chart shows how AdvisorShares Trust performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

AdvisorShares Trust Market Price Analysis

Market price analysis indicators help investors to evaluate how AdvisorShares Trust etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AdvisorShares Trust shares will generate the highest return on investment. By understating and applying AdvisorShares Trust etf market price indicators, traders can identify AdvisorShares Trust position entry and exit signals to maximize returns.

AdvisorShares Trust Return and Market Media

The median price of AdvisorShares Trust for the period between Sun, Sep 28, 2025 and Sat, Dec 27, 2025 is 31.55 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 31.57, and mean deviation of 0.74. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
ServiceTrade Launches Smart Insights AI-Powered Business Intelligence for Commercial Contractors
10/20/2025
2
Heritage Distribution acquires Key Refrigeration Supply and Dennis Supply Company
11/18/2025
3
Midea Building Technologies Showcases Cutting-Edge HVAC Solutions at CR 2025 in Madrid
11/21/2025
4
Hisense Showcases Smart and Sustainable HVAC Innovations at The Big 5 Global
11/25/2025
5
AIIR Products Intelligent HVAC System Wins 2025 Product Innovation Award
12/02/2025
6
Elite Plumbing, Heating Air Conditioning Elevates Heating Repair in Las Vegas With Proven HVAC Methods
12/05/2025
7
Fidelity Building Services Group Expands with the Acquisition of St. Johns Air
12/11/2025
8
SmartAC Partners with Simmons One Hour Heating Air Conditioning to Accelerate Connected HVAC Adoption
12/16/2025
9
SmartAC Expands Leadership Team New Hires to Accelerate Growth and National Expansion
12/18/2025
10
Harts Plumbers, Electricians HVAC Technicians urge residents to prepare homes now for winter hazards
12/23/2025

About AdvisorShares Trust 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 AdvisorShares or other etfs. Alpha measures the amount that position in AdvisorShares Trust 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 AdvisorShares Trust 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, AdvisorShares Trust's short interest history, or implied volatility extrapolated from AdvisorShares Trust options trading.

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Other Information on Investing in AdvisorShares Etf

AdvisorShares Trust financial ratios help investors to determine whether AdvisorShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in AdvisorShares with respect to the benefits of owning AdvisorShares Trust security.