IShares Dow (Netherlands) Alpha and Beta Analysis
| IGSG Etf | EUR 70.85 0.24 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Dow Jones. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Dow over a specified time horizon. Remember, high IShares Dow'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 Dow's market risk premium analysis include:
Beta 0.64 | Alpha (0.01) | Risk 0.68 | Sharpe Ratio 0.12 | Expected Return 0.0788 |
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.
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IShares Dow Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Dow market risk premium is the additional return an investor will receive from holding IShares Dow 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 Dow. 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 Dow's performance over market.| α | -0.01 | β | 0.64 |
IShares Dow 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 Dow's Buy-and-hold return. Our buy-and-hold chart shows how IShares Dow performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Dow Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Dow 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 Dow shares will generate the highest return on investment. By understating and applying IShares Dow etf market price indicators, traders can identify IShares Dow position entry and exit signals to maximize returns.
IShares Dow Return and Market Media
The median price of IShares Dow for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 68.78 with a coefficient of variation of 2.23. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 68.6, and mean deviation of 1.26. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About IShares Dow 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 Dow Jones 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 Dow 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 Dow's short interest history, or implied volatility extrapolated from IShares Dow options trading.
Build Portfolio with IShares Dow
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
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Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Dow Jones offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IShares Dow's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ishares Dow Jones Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Ishares Dow Jones Etf:Check out IShares Dow Backtesting, Portfolio Optimization, IShares Dow Correlation, IShares Dow Hype Analysis, IShares Dow Volatility, IShares Dow History and analyze IShares Dow Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
IShares Dow 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.