Kraneshares Csi China Etf Alpha and Beta Analysis
| KWEB Etf | USD 29.85 0.85 2.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KraneShares CSI China. It also helps investors analyze the systematic and unsystematic risks associated with investing in KraneShares CSI over a specified time horizon. Remember, high KraneShares CSI'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 KraneShares CSI's market risk premium analysis include:
Beta 0.53 | Alpha 0.18 | Risk 3.38 | Sharpe Ratio 0.0873 | Expected Return 0.3 |
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.
KraneShares |
KraneShares CSI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KraneShares CSI market risk premium is the additional return an investor will receive from holding KraneShares CSI 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 KraneShares CSI. 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 KraneShares CSI's performance over market.| α | 0.18 | β | 0.53 |
KraneShares CSI 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 KraneShares CSI's Buy-and-hold return. Our buy-and-hold chart shows how KraneShares CSI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KraneShares CSI Market Price Analysis
Market price analysis indicators help investors to evaluate how KraneShares CSI etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KraneShares CSI shares will generate the highest return on investment. By understating and applying KraneShares CSI etf market price indicators, traders can identify KraneShares CSI position entry and exit signals to maximize returns.
KraneShares CSI Return and Market Media
The median price of KraneShares CSI for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 31.2 with a coefficient of variation of 12.73. The daily time series for the period is distributed with a sample standard deviation of 3.88, arithmetic mean of 30.48, and mean deviation of 3.25. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Zacks Investment Ideas feature highlights JD.com, Baidu, FXI, KWEB and Alibaba | 09/27/2024 |
2 | China ETFs were big winners in September. History says to be cautious from here | 09/30/2024 |
3 | Citi names 3 U.S. traded stocks set to benefit Chinas stimulus program | 10/03/2024 |
4 | Why Are Shares of Alibaba, JD, Pinduoduo, and Nio Crashing Today | 10/08/2024 |
5 | Magnus Financial Group LLC Boosts Position in KraneShares CSI China Internet ETF | 10/16/2024 |
6 | KraneShares CSI China Internet ETF Shares Acquired by Bleakley Financial Group LLC | 10/18/2024 |
7 | Ground Swell Capital LLC Reduces Stock Position in KraneShares CSI China Internet ETF | 11/04/2024 |
8 | Thursdays big stock stories Whats likely to move the market in the next trading session | 11/13/2024 |
9 | Texas Governor Mandates State Agencies To Divest From China Will Defend And Safeguard Itself...From Any Potential Threat | 11/22/2024 |
About KraneShares CSI 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 KraneShares or other etfs. Alpha measures the amount that position in KraneShares CSI China 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 KraneShares CSI 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, KraneShares CSI's short interest history, or implied volatility extrapolated from KraneShares CSI options trading.
Build Portfolio with KraneShares CSI
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 KraneShares CSI Backtesting, Portfolio Optimization, KraneShares CSI Correlation, KraneShares CSI Hype Analysis, KraneShares CSI Volatility, KraneShares CSI History and analyze KraneShares CSI Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
KraneShares CSI 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.