Neos Longshort Equity Etf Alpha and Beta Analysis
| NLSI Etf | 49.29 0.37 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neos LongShort Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neos LongShort over a specified time horizon. Remember, high Neos LongShort'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 Neos LongShort's market risk premium analysis include:
Beta 0.16 | Alpha (0.11) | Risk 0.79 | Sharpe Ratio (0.10) | Expected Return (0.08) |
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 Neos LongShort Backtesting, Portfolio Optimization, Neos LongShort Correlation, Neos LongShort Hype Analysis, Neos LongShort Volatility, Neos LongShort History and analyze Neos LongShort Performance. Neos LongShort Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neos LongShort market risk premium is the additional return an investor will receive from holding Neos LongShort 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 Neos LongShort. 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 Neos LongShort's performance over market.| α | -0.11 | β | 0.16 |
Neos LongShort 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 Neos LongShort's Buy-and-hold return. Our buy-and-hold chart shows how Neos LongShort performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Neos LongShort Market Price Analysis
Market price analysis indicators help investors to evaluate how Neos LongShort etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neos LongShort shares will generate the highest return on investment. By understating and applying Neos LongShort etf market price indicators, traders can identify Neos LongShort position entry and exit signals to maximize returns.
Neos LongShort Return and Market Media
The median price of Neos LongShort for the period between Fri, Oct 17, 2025 and Thu, Jan 15, 2026 is 51.08 with a coefficient of variation of 1.32. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 50.97, and mean deviation of 0.53. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Neos LongShort 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 Neos or other etfs. Alpha measures the amount that position in Neos LongShort Equity 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 Neos LongShort 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, Neos LongShort's short interest history, or implied volatility extrapolated from Neos LongShort options trading.
Build Portfolio with Neos LongShort
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 Neos LongShort Backtesting, Portfolio Optimization, Neos LongShort Correlation, Neos LongShort Hype Analysis, Neos LongShort Volatility, Neos LongShort History and analyze Neos LongShort Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Neos LongShort 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.