Regents Park Hedged Etf Alpha and Beta Analysis
| RPHS Etf | USD 10.75 0.04 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regents Park Hedged. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regents Park over a specified time horizon. Remember, high Regents Park'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 Regents Park's market risk premium analysis include:
Beta 0.71 | Alpha (0.01) | Risk 0.67 | Sharpe Ratio 0.22 | Expected Return 0.15 |
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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Regents Park Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regents Park market risk premium is the additional return an investor will receive from holding Regents Park 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 Regents Park. 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 Regents Park's performance over market.| α | -0.01 | β | 0.71 |
Regents Park 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 Regents Park's Buy-and-hold return. Our buy-and-hold chart shows how Regents Park performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Regents Park Market Price Analysis
Market price analysis indicators help investors to evaluate how Regents Park etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Regents Park shares will generate the highest return on investment. By understating and applying Regents Park etf market price indicators, traders can identify Regents Park position entry and exit signals to maximize returns.
Regents Park Return and Market Media
The median price of Regents Park for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 10.42 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 10.39, and mean deviation of 0.18. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Regents Park 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 Regents or other etfs. Alpha measures the amount that position in Regents Park Hedged 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 Regents Park 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, Regents Park's short interest history, or implied volatility extrapolated from Regents Park options trading.
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Align your risk with return expectations
Check out Regents Park Backtesting, Portfolio Optimization, Regents Park Correlation, Regents Park Hype Analysis, Regents Park Volatility, Regents Park History and analyze Regents Park Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Regents Park 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.