Octane All Cap Value Etf Alpha and Beta Analysis
| OCTA Etf | 18.10 0.01 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Octane All Cap Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Octane All over a specified time horizon. Remember, high Octane All'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 Octane All's market risk premium analysis include:
Beta 1 | Alpha (0.19) | Risk 1.33 | Sharpe Ratio (0.01) | Expected Return (0.01) |
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.
Octane |
Octane All Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Octane All market risk premium is the additional return an investor will receive from holding Octane All 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 Octane All. 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 Octane All's performance over market.| α | -0.19 | β | 1.00 |
Octane All 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 Octane All's Buy-and-hold return. Our buy-and-hold chart shows how Octane All performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Octane All Market Price Analysis
Market price analysis indicators help investors to evaluate how Octane All etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Octane All shares will generate the highest return on investment. By understating and applying Octane All etf market price indicators, traders can identify Octane All position entry and exit signals to maximize returns.
Octane All Return and Market Media
The median price of Octane All for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 18.2 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 18.18, and mean deviation of 0.37. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Octa broker forecast what factors will affect the gold rate in India - Morningstar | 09/16/2024 |
2 | MOUAWAD PARTNERS WITH OCTA PROPERTIES TO LAUNCH EXCLUSIVE BRANDED LUXURY RESIDENCES | 09/23/2024 |
3 | TotalEnergies Secures 7-Year LNG Deal With HD Hyundai Chemical Expanding Reach In Asias Energy Market | 09/24/2024 |
4 | TotalEnergies Acquires 50 percent Stake In Two Offshore Wind Projects In North Sea Details | 10/07/2024 |
5 | TotalEnergies Boasts Strong Revenue Despite Q3 EPS Miss, Decline In LNG And Production | 10/31/2024 |
6 | Global Broker Octas Survey Most Traders Donate to Charity | 11/07/2024 |
7 | Trumps re-election sparks a bullish rally in the cryptosphere. Global broker Octa analyses the reasons and implications - | 11/20/2024 |
8 | The Trump Effect How a Second Term Could Shape the Future of Crypto Octa View | 11/26/2024 |
About Octane All 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 Octane or other etfs. Alpha measures the amount that position in Octane All Cap 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 Octane All 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, Octane All's short interest history, or implied volatility extrapolated from Octane All options trading.
Build Portfolio with Octane All
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 Octane All Backtesting, Portfolio Optimization, Octane All Correlation, Octane All Hype Analysis, Octane All Volatility, Octane All History and analyze Octane All Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Octane All 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.