IShares Asia (Australia) Alpha and Beta Analysis
| IAA Etf | 105.33 0.09 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Asia 50. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Asia over a specified time horizon. Remember, high IShares Asia'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 IShares Asia's market risk premium analysis include:
Beta (0.14) | Alpha 0.1 | Risk 1.14 | Sharpe Ratio 0.0985 | Expected Return 0.11 |
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.
IShares |
IShares Asia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Asia market risk premium is the additional return an investor will receive from holding IShares Asia 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 IShares Asia. 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 IShares Asia's performance over market.| α | 0.10 | β | -0.14 |
IShares Asia 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 IShares Asia's Buy-and-hold return. Our buy-and-hold chart shows how IShares Asia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Asia Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Asia etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Asia shares will generate the highest return on investment. By understating and applying IShares Asia etf market price indicators, traders can identify IShares Asia position entry and exit signals to maximize returns.
IShares Asia Return and Market Media
The median price of IShares Asia for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 106.96 with a coefficient of variation of 5.02. The daily time series for the period is distributed with a sample standard deviation of 5.27, arithmetic mean of 105.07, and mean deviation of 4.62. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | BYD Unveils Pure-Electric Light Commercial Vehicle E-VALI at IAA Transportation 2024 in Germany - AASTOCKS.com | 09/16/2024 |
About IShares Asia 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 IShares or other etfs. Alpha measures the amount that position in iShares Asia 50 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 IShares Asia 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, IShares Asia's short interest history, or implied volatility extrapolated from IShares Asia options trading.
Build Portfolio with IShares Asia
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 IShares Asia Backtesting, Portfolio Optimization, IShares Asia Correlation, IShares Asia Hype Analysis, IShares Asia Volatility, IShares Asia History and analyze IShares Asia Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
IShares Asia 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.