Tradr 2x Long Etf Alpha and Beta Analysis
| SOXM Etf | 20.69 0.58 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tradr 2X Long. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tradr 2X over a specified time horizon. Remember, high Tradr 2X'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 Tradr 2X's market risk premium analysis include:
Beta 2.39 | Alpha (0.22) | Risk 3.93 | Sharpe Ratio 0.0087 | Expected Return 0.0341 |
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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Tradr 2X Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tradr 2X market risk premium is the additional return an investor will receive from holding Tradr 2X 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 Tradr 2X. 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 Tradr 2X's performance over market.| α | -0.22 | β | 2.39 |
Tradr 2X 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 Tradr 2X's Buy-and-hold return. Our buy-and-hold chart shows how Tradr 2X performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tradr 2X Market Price Analysis
Market price analysis indicators help investors to evaluate how Tradr 2X etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tradr 2X shares will generate the highest return on investment. By understating and applying Tradr 2X etf market price indicators, traders can identify Tradr 2X position entry and exit signals to maximize returns.
Tradr 2X Return and Market Media
The median price of Tradr 2X for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 23.49 with a coefficient of variation of 7.38. The daily time series for the period is distributed with a sample standard deviation of 1.72, arithmetic mean of 23.24, and mean deviation of 1.45. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Tradr 2X 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 Tradr or other etfs. Alpha measures the amount that position in Tradr 2X Long 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 Tradr 2X 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, Tradr 2X's short interest history, or implied volatility extrapolated from Tradr 2X options trading.
Build Portfolio with Tradr 2X
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Check out Tradr 2X Backtesting, Portfolio Optimization, Tradr 2X Correlation, Tradr 2X Hype Analysis, Tradr 2X Volatility, Tradr 2X History and analyze Tradr 2X Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Tradr 2X 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.