Iq Merger Arbitrage Etf Alpha and Beta Analysis
| MNA Etf | USD 32.80 0.02 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IQ Merger Arbitrage. It also helps investors analyze the systematic and unsystematic risks associated with investing in IQ Merger over a specified time horizon. Remember, high IQ Merger'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 IQ Merger's market risk premium analysis include:
Beta 0.0995 | Alpha (0.01) | Risk 0.17 | Sharpe Ratio 0.0559 | Expected Return 0.0097 |
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.
MNA |
IQ Merger Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IQ Merger market risk premium is the additional return an investor will receive from holding IQ Merger 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 IQ Merger. 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 IQ Merger's performance over market.| α | -0.01 | β | 0.1 |
IQ Merger 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 IQ Merger's Buy-and-hold return. Our buy-and-hold chart shows how IQ Merger performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IQ Merger Market Price Analysis
Market price analysis indicators help investors to evaluate how IQ Merger etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IQ Merger shares will generate the highest return on investment. By understating and applying IQ Merger etf market price indicators, traders can identify IQ Merger position entry and exit signals to maximize returns.
IQ Merger Return and Market Media
The median price of IQ Merger for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 32.85 with a coefficient of variation of 0.32. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 32.82, and mean deviation of 0.09. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Brigham and Womens Hospital Nurses Vote to Ratify New Contract that Averted Potential Strike and Seeks to Improve Nurse Staffing and Patient Care Conditions | 09/11/2024 |
2 | MNA Framingham Union Hospital Nurses File Complaints with State and Federal Agencies Citing Dangerous Conditions that Jeopardize the Safety of Patients Admitted... | 09/16/2024 |
3 | MNA Brigham and Womens Faulkner Nurses Reach Tentative Agreement Averting One-Day Strike and Securing Significant Investment in Nurses to Improve Staffing and P... | 09/20/2024 |
4 | MNA MGB Salem Hospital Nurses to Hold October 15 Informational Picket as Nurses Fight for a Fair Contract that Protects Patient Safety and Respects Nurses | 09/25/2024 |
5 | MNA Nurses at Marthas Vineyard Hospital Vote to Authorize a 1-Day Strike as Nurses Seek a Fair Contract with MGB to Address Staffing and Patient Care Challenges | 10/10/2024 |
6 | MNA Newton-Wellesley Hospital Nurses to Hold Strike Authorization Vote and Informational Picket on October 22 as Nurses Fight Rising MGB Health Insurance Costs ... | 10/16/2024 |
7 | MNA Brigham and Womens Faulkner Nurses Vote to Ratify Contract that Averted One-Day Strike and Provides Substantial Investment in Nurses to Address Staffing and... | 10/18/2024 |
8 | MEDIA ADVISORY - THE GOVERNMENTS OF CANADA, QUEBEC, AND THE CITY OF LONGUEUIL TO MAKE AN HOUSING ANNOUNCEMENT | 11/07/2024 |
9 | MNA Smith College RNs, NPs, and Therapists to Host Community Forum on November 20 Spotlighting the Importance of their Union and a Fair Contract in Providing Ef... | 11/19/2024 |
About IQ Merger 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 MNA or other etfs. Alpha measures the amount that position in IQ Merger Arbitrage 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 IQ Merger 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, IQ Merger's short interest history, or implied volatility extrapolated from IQ Merger options trading.
Build Portfolio with IQ Merger
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 IQ Merger Backtesting, Portfolio Optimization, IQ Merger Correlation, IQ Merger Hype Analysis, IQ Merger Volatility, IQ Merger History and analyze IQ Merger Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
IQ Merger 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.