Columbia Research Enhanced Etf Alpha and Beta Analysis
| REVS Etf | USD 26.96 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Columbia Research Enhanced. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia Research over a specified time horizon. Remember, high Columbia Research'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 Columbia Research's market risk premium analysis include:
Beta 0.76 | Alpha 0.0221 | Risk 0.69 | Sharpe Ratio 0.18 | Expected Return 0.12 |
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.
Columbia |
Columbia Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia Research market risk premium is the additional return an investor will receive from holding Columbia Research 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 Columbia Research. 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 Columbia Research's performance over market.| α | 0.02 | β | 0.76 |
Columbia Research 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 Columbia Research's Buy-and-hold return. Our buy-and-hold chart shows how Columbia Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Columbia Research Market Price Analysis
Market price analysis indicators help investors to evaluate how Columbia Research etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Columbia Research shares will generate the highest return on investment. By understating and applying Columbia Research etf market price indicators, traders can identify Columbia Research position entry and exit signals to maximize returns.
Columbia Research Return and Market Media
The median price of Columbia Research for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 25.39 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 25.51, and mean deviation of 0.51. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Bond ETFs Added 9B Last Week as Stock Funds Bled Cash - etf.com | 09/09/2024 |
2 | Tesla revs up for action-packed October with Q3 deliveries, Robotaxi event ahead - Investing.com Canada | 09/27/2024 |
3 | Morning Bid Post-election dollar revs up, China battles deflation - Yahoo Canada Finance | 11/11/2024 |
About Columbia Research 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 Columbia or other etfs. Alpha measures the amount that position in Columbia Research 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 Columbia Research 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, Columbia Research's short interest history, or implied volatility extrapolated from Columbia Research options trading.
Build Portfolio with Columbia Research
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 Columbia Research Backtesting, Portfolio Optimization, Columbia Research Correlation, Columbia Research Hype Analysis, Columbia Research Volatility, Columbia Research History and analyze Columbia Research Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Columbia Research 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.