Ishares Cohen Steers Etf Alpha and Beta Analysis
| ICF Etf | USD 64.92 0.39 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Cohen Steers. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Cohen over a specified time horizon. Remember, high IShares Cohen'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 Cohen's market risk premium analysis include:
Beta 0.0581 | Alpha 0.0454 | Risk 0.87 | Sharpe Ratio 0.0368 | Expected Return 0.0322 |
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 Cohen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Cohen market risk premium is the additional return an investor will receive from holding IShares Cohen 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 Cohen. 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 Cohen's performance over market.| α | 0.05 | β | 0.06 |
IShares Cohen 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 Cohen's Buy-and-hold return. Our buy-and-hold chart shows how IShares Cohen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Cohen Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Cohen 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 Cohen shares will generate the highest return on investment. By understating and applying IShares Cohen etf market price indicators, traders can identify IShares Cohen position entry and exit signals to maximize returns.
IShares Cohen Return and Market Media
The median price of IShares Cohen for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 64.54 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 64.65, and mean deviation of 0.88. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Atlantic Builders Supply Northeast Introduces Customized ICF Training to Meet 2024 Updated Massachusetts Stretch Energy Code Requirements | 09/19/2024 |
2 | Bristol Public Safety Building and David Prouty High School Benefit New England Communities with Energy-Saving Properties of ICF Construction | 09/26/2024 |
3 | ICF Report Reveals Eighty-Nine Percent of Homes Are Under-Insulated | 10/23/2024 |
4 | ICF Appoints New Head of Corporate Development | 11/04/2024 |
5 | iShares Cohen Steers REIT ETF Shares Sold by Asset Management Group Inc. | 11/22/2024 |
About IShares Cohen 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 Cohen Steers 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 Cohen 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 Cohen's short interest history, or implied volatility extrapolated from IShares Cohen options trading.
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Check out IShares Cohen Backtesting, Portfolio Optimization, IShares Cohen Correlation, IShares Cohen Hype Analysis, IShares Cohen Volatility, IShares Cohen History and analyze IShares Cohen Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
IShares Cohen 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.