Mairs Power Minnesota Etf Alpha and Beta Analysis
MINN Etf | USD 22.21 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mairs Power Minnesota. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mairs Power over a specified time horizon. Remember, high Mairs Power'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 Mairs Power's market risk premium analysis include:
Beta (0.04) | Alpha (0.01) | Risk 0.25 | Sharpe Ratio (0.01) | Expected Return (0) |
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.
Mairs |
Mairs Power Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mairs Power market risk premium is the additional return an investor will receive from holding Mairs Power 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 Mairs Power. 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 Mairs Power's performance over market.α | -0.01 | β | -0.04 |
Mairs Power 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 Mairs Power's Buy-and-hold return. Our buy-and-hold chart shows how Mairs Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mairs Power Market Price Analysis
Market price analysis indicators help investors to evaluate how Mairs Power etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mairs Power shares will generate the highest return on investment. By understating and applying Mairs Power etf market price indicators, traders can identify Mairs Power position entry and exit signals to maximize returns.
Mairs Power Return and Market Media
The median price of Mairs Power for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 22.32 with a coefficient of variation of 0.67. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 22.3, and mean deviation of 0.12. The Etf received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Minnesota State Fair 12 winners for 2024 Best Awards | 08/29/2024 |
2 | Democrats identify 13 priority Minnesota legislative races to keep or flip | 09/12/2024 |
3 | Minnesotas coolest product contest 8 finalists remain | 09/23/2024 |
4 | How many times Tim Walz said Minnesota during the VP debate | 10/02/2024 |
5 | Minnesotas Ice Castles attraction moving to new location this winter | 10/07/2024 |
6 | 1.3bn Minnesota RIA eyes small-practice MA niche - Citywire RIA | 10/11/2024 |
7 | Minnesota pumpkin grower wins World Championship Pumpkin Weigh-Off | 10/14/2024 |
8 | Hockey history Documenting the Minnesota North Stars | 10/16/2024 |
9 | Minnesota cannabis regulations by city, county List | 10/18/2024 |
10 | 2024 election More than 500K people have already voted in MN | 10/24/2024 |
About Mairs Power 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 Mairs or other etfs. Alpha measures the amount that position in Mairs Power Minnesota 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 Mairs Power 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, Mairs Power's short interest history, or implied volatility extrapolated from Mairs Power options trading.
Build Portfolio with Mairs Power
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 Mairs Power Backtesting, Portfolio Optimization, Mairs Power Correlation, Mairs Power Hype Analysis, Mairs Power Volatility, Mairs Power History and analyze Mairs Power Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Mairs Power 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.