Peo Alphaquest Thematic Etf Alpha and Beta Analysis
| LQPE Etf | 19.15 0.15 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PEO AlphaQuest Thematic. It also helps investors analyze the systematic and unsystematic risks associated with investing in PEO AlphaQuest over a specified time horizon. Remember, high PEO AlphaQuest'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 PEO AlphaQuest's market risk premium analysis include:
Beta 0.93 | Alpha (0.06) | Risk 1.06 | Sharpe Ratio 0.0162 | Expected Return 0.0172 |
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 PEO AlphaQuest Backtesting, Portfolio Optimization, PEO AlphaQuest Correlation, PEO AlphaQuest Hype Analysis, PEO AlphaQuest Volatility, PEO AlphaQuest History and analyze PEO AlphaQuest Performance. PEO AlphaQuest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PEO AlphaQuest market risk premium is the additional return an investor will receive from holding PEO AlphaQuest 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 PEO AlphaQuest. 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 PEO AlphaQuest's performance over market.| α | -0.06 | β | 0.93 |
PEO AlphaQuest 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 PEO AlphaQuest's Buy-and-hold return. Our buy-and-hold chart shows how PEO AlphaQuest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PEO AlphaQuest Market Price Analysis
Market price analysis indicators help investors to evaluate how PEO AlphaQuest etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PEO AlphaQuest shares will generate the highest return on investment. By understating and applying PEO AlphaQuest etf market price indicators, traders can identify PEO AlphaQuest position entry and exit signals to maximize returns.
PEO AlphaQuest Return and Market Media
Price Growth (%) |
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About PEO AlphaQuest 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 PEO or other etfs. Alpha measures the amount that position in PEO AlphaQuest Thematic 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 PEO AlphaQuest 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, PEO AlphaQuest's short interest history, or implied volatility extrapolated from PEO AlphaQuest options trading.
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Align your risk with return expectations
Check out PEO AlphaQuest Backtesting, Portfolio Optimization, PEO AlphaQuest Correlation, PEO AlphaQuest Hype Analysis, PEO AlphaQuest Volatility, PEO AlphaQuest History and analyze PEO AlphaQuest Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
PEO AlphaQuest 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.