Ice Treasury Core Index Alpha and Beta Analysis
| IDCOTCTR | 107.91 0.01 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICE Treasury Core. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICE Treasury over a specified time horizon. Remember, high ICE Treasury'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 ICE Treasury's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.3 | Sharpe Ratio (0.11) | Expected Return (0.03) |
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in estimate. ICE Treasury Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICE Treasury market risk premium is the additional return an investor will receive from holding ICE Treasury 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 ICE Treasury. 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 ICE Treasury's performance over market.| α | 0.00 | β | 0.00 |
ICE Treasury Return and Market Media
The median price of ICE Treasury for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 109.74 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 109.82, and mean deviation of 1.23. The Index did not receive any noticable media coverage during the period. Price Growth (%) |
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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 ICE Treasury 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, ICE Treasury's short interest history, or implied volatility extrapolated from ICE Treasury options trading.