Maybank Emerging Etf Alpha and Beta Analysis
| MEM Etf | USD 31.78 0.11 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MAYBANK EMERGING ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in MAYBANK EMERGING over a specified time horizon. Remember, high MAYBANK EMERGING'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 MAYBANK EMERGING's market risk premium analysis include:
Beta 0.39 | Alpha (0) | Risk 1.29 | Sharpe Ratio 0.0535 | Expected Return 0.0692 |
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.
MAYBANK |
MAYBANK EMERGING Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MAYBANK EMERGING market risk premium is the additional return an investor will receive from holding MAYBANK EMERGING 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 MAYBANK EMERGING. 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 MAYBANK EMERGING's performance over market.| α | -0.0046 | β | 0.39 |
MAYBANK EMERGING 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 MAYBANK EMERGING's Buy-and-hold return. Our buy-and-hold chart shows how MAYBANK EMERGING performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MAYBANK EMERGING Market Price Analysis
Market price analysis indicators help investors to evaluate how MAYBANK EMERGING etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MAYBANK EMERGING shares will generate the highest return on investment. By understating and applying MAYBANK EMERGING etf market price indicators, traders can identify MAYBANK EMERGING position entry and exit signals to maximize returns.
MAYBANK EMERGING Return and Market Media
The median price of MAYBANK EMERGING for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 32.39 with a coefficient of variation of 4.14. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 32.12, and mean deviation of 1.14. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Market Highlights ASX to fall sharply after Wall Street plunges Nvidia hammered 9.5pc | 09/03/2024 |
2 | MEM Strengthens Midwest Presence with New Brand | 09/17/2024 |
3 | Acquisition by Merriman D Jonathan of 4800 shares of MAYBANK EMERGING at 0.62 subject to Rule 16b-3 | 09/30/2024 |
4 | Acquisition by Merriman D Jonathan of 5000 shares of MAYBANK EMERGING at 4.85 subject to Rule 16b-3 | 10/10/2024 |
5 | Acquisition by Merriman D Jonathan of 1000 shares of MAYBANK EMERGING at 4.8 subject to Rule 16b-3 | 10/11/2024 |
6 | CTV Delivers a Fresh Serving of MASTERCHEF CANADA for 202526 Season, with Casting Now Open | 10/22/2024 |
7 | Acquisition by Febbo William J of 3750 shares of MAYBANK EMERGING at 3.84 subject to Rule 16b-3 | 10/31/2024 |
8 | Acquisition by Merriman D Jonathan of 4700 shares of MAYBANK EMERGING at 4.27 subject to Rule 16b-3 | 11/22/2024 |
About MAYBANK EMERGING 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 MAYBANK or other etfs. Alpha measures the amount that position in MAYBANK EMERGING ETF 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 MAYBANK EMERGING 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, MAYBANK EMERGING's short interest history, or implied volatility extrapolated from MAYBANK EMERGING options trading.
Build Portfolio with MAYBANK EMERGING
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 MAYBANK EMERGING Backtesting, Portfolio Optimization, MAYBANK EMERGING Correlation, MAYBANK EMERGING Hype Analysis, MAYBANK EMERGING Volatility, MAYBANK EMERGING History and analyze MAYBANK EMERGING Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
MAYBANK EMERGING 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.