Dan Ives Wedbush Etf Alpha and Beta Analysis
| IVES Etf | USD 32.27 0.10 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dan IVES Wedbush. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dan IVES over a specified time horizon. Remember, high Dan IVES'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 Dan IVES's market risk premium analysis include:
Beta (0.33) | Alpha 0.0436 | Risk 1.77 | Sharpe Ratio 0.0164 | Expected Return 0.0291 |
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 Dan IVES Backtesting, Portfolio Optimization, Dan IVES Correlation, Dan IVES Hype Analysis, Dan IVES Volatility, Dan IVES History and analyze Dan IVES Performance. Dan IVES Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dan IVES market risk premium is the additional return an investor will receive from holding Dan IVES 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 Dan IVES. 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 Dan IVES's performance over market.| α | 0.04 | β | -0.33 |
Dan IVES 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 Dan IVES's Buy-and-hold return. Our buy-and-hold chart shows how Dan IVES performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dan IVES Market Price Analysis
Market price analysis indicators help investors to evaluate how Dan IVES etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dan IVES shares will generate the highest return on investment. By understating and applying Dan IVES etf market price indicators, traders can identify Dan IVES position entry and exit signals to maximize returns.
Dan IVES Return and Market Media
The median price of Dan IVES for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 32.74 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 32.62, and mean deviation of 0.85. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dan IVES 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 Dan or other etfs. Alpha measures the amount that position in Dan IVES Wedbush 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 Dan IVES 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, Dan IVES's short interest history, or implied volatility extrapolated from Dan IVES options trading.
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Check out Dan IVES Backtesting, Portfolio Optimization, Dan IVES Correlation, Dan IVES Hype Analysis, Dan IVES Volatility, Dan IVES History and analyze Dan IVES Performance. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Dan IVES 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.