Sofi Select 500 Etf Alpha and Beta Analysis
| SFY Etf | USD 110.95 0.04 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SoFi Select 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in SoFi Select over a specified time horizon. Remember, high SoFi Select'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 SoFi Select's market risk premium analysis include:
Beta 0.0778 | Alpha 0.12 | Risk 0.99 | Sharpe Ratio 0.14 | 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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SoFi Select Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SoFi Select market risk premium is the additional return an investor will receive from holding SoFi Select 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 SoFi Select. 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 SoFi Select's performance over market.| α | 0.12 | β | 0.08 |
SoFi Select 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 SoFi Select's Buy-and-hold return. Our buy-and-hold chart shows how SoFi Select performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SoFi Select Market Price Analysis
Market price analysis indicators help investors to evaluate how SoFi Select etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SoFi Select shares will generate the highest return on investment. By understating and applying SoFi Select etf market price indicators, traders can identify SoFi Select position entry and exit signals to maximize returns.
SoFi Select Return and Market Media
Price Growth (%) |
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About SoFi Select 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 SoFi or other etfs. Alpha measures the amount that position in SoFi Select 500 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 SoFi Select 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, SoFi Select's short interest history, or implied volatility extrapolated from SoFi Select options trading.
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Align your risk with return expectations
Check out SoFi Select Backtesting, Portfolio Optimization, SoFi Select Correlation, SoFi Select Hype Analysis, SoFi Select Volatility, SoFi Select History and analyze SoFi Select Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
SoFi Select 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.