Kraneshares Msci One Etf Alpha and Beta Analysis
| OBOR Etf | USD 22.07 0.21 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KraneShares MSCI One. It also helps investors analyze the systematic and unsystematic risks associated with investing in KraneShares MSCI over a specified time horizon. Remember, high KraneShares MSCI'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 KraneShares MSCI's market risk premium analysis include:
Beta 0.075 | Alpha 0.007722 | Risk 1.71 | Sharpe Ratio 0.0044 | Expected Return 0.0076 |
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.
KraneShares |
KraneShares MSCI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KraneShares MSCI market risk premium is the additional return an investor will receive from holding KraneShares MSCI 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 KraneShares MSCI. 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 KraneShares MSCI's performance over market.| α | 0.01 | β | 0.07 |
KraneShares MSCI 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 KraneShares MSCI's Buy-and-hold return. Our buy-and-hold chart shows how KraneShares MSCI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KraneShares MSCI Market Price Analysis
Market price analysis indicators help investors to evaluate how KraneShares MSCI etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KraneShares MSCI shares will generate the highest return on investment. By understating and applying KraneShares MSCI etf market price indicators, traders can identify KraneShares MSCI position entry and exit signals to maximize returns.
KraneShares MSCI Return and Market Media
The median price of KraneShares MSCI for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 22.54 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 22.45, and mean deviation of 0.6. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About KraneShares MSCI 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 KraneShares or other etfs. Alpha measures the amount that position in KraneShares MSCI One 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 KraneShares MSCI 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, KraneShares MSCI's short interest history, or implied volatility extrapolated from KraneShares MSCI options trading.
Build Portfolio with KraneShares MSCI
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 KraneShares MSCI Backtesting, Portfolio Optimization, KraneShares MSCI Correlation, KraneShares MSCI Hype Analysis, KraneShares MSCI Volatility, KraneShares MSCI History and analyze KraneShares MSCI Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
KraneShares MSCI 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.