Hcm Defender 100 Etf Alpha and Beta Analysis
| QQH Etf | USD 65.42 0.14 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HCM Defender 100. It also helps investors analyze the systematic and unsystematic risks associated with investing in HCM Defender over a specified time horizon. Remember, high HCM Defender'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 HCM Defender's market risk premium analysis include:
Beta 1.11 | Alpha (0) | Risk 1.31 | Sharpe Ratio 0.11 | Expected Return 0.14 |
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.
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HCM Defender Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HCM Defender market risk premium is the additional return an investor will receive from holding HCM Defender 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 HCM Defender. 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 HCM Defender's performance over market.| α | -0.0012 | β | 1.11 |
HCM Defender 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 HCM Defender's Buy-and-hold return. Our buy-and-hold chart shows how HCM Defender performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HCM Defender Market Price Analysis
Market price analysis indicators help investors to evaluate how HCM Defender etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading HCM Defender shares will generate the highest return on investment. By understating and applying HCM Defender etf market price indicators, traders can identify HCM Defender position entry and exit signals to maximize returns.
HCM Defender Return and Market Media
The median price of HCM Defender for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 62.86 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 2.4, arithmetic mean of 62.58, and mean deviation of 1.93. The Etf received some media coverage during the period.About HCM Defender 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 HCM or other etfs. Alpha measures the amount that position in HCM Defender 100 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 HCM Defender 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, HCM Defender's short interest history, or implied volatility extrapolated from HCM Defender options trading.
Build Portfolio with HCM Defender
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 HCM Defender Backtesting, Portfolio Optimization, HCM Defender Correlation, HCM Defender Hype Analysis, HCM Defender Volatility, HCM Defender History and analyze HCM Defender Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
HCM Defender 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.