Royce Quant Small Cap Etf Alpha and Beta Analysis
| SQLV Etf | USD 45.48 0.07 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Royce Quant Small Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Royce Quant over a specified time horizon. Remember, high Royce Quant'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 Royce Quant's market risk premium analysis include:
Beta 1.52 | Alpha (0.05) | Risk 1.37 | Sharpe Ratio 0.11 | 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.
Royce |
Royce Quant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Royce Quant market risk premium is the additional return an investor will receive from holding Royce Quant 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 Royce Quant. 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 Royce Quant's performance over market.| α | -0.05 | β | 1.52 |
Royce Quant 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 Royce Quant's Buy-and-hold return. Our buy-and-hold chart shows how Royce Quant performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Royce Quant Market Price Analysis
Market price analysis indicators help investors to evaluate how Royce Quant etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Royce Quant shares will generate the highest return on investment. By understating and applying Royce Quant etf market price indicators, traders can identify Royce Quant position entry and exit signals to maximize returns.
Royce Quant Return and Market Media
The median price of Royce Quant for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 41.67 with a coefficient of variation of 3.76. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 42.09, and mean deviation of 1.22. The Etf received some media coverage during the period.About Royce Quant 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 Royce or other etfs. Alpha measures the amount that position in Royce Quant Small 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 Royce Quant 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, Royce Quant's short interest history, or implied volatility extrapolated from Royce Quant options trading.
Build Portfolio with Royce Quant
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 Royce Quant Backtesting, Portfolio Optimization, Royce Quant Correlation, Royce Quant Hype Analysis, Royce Quant Volatility, Royce Quant History and analyze Royce Quant Performance. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Royce Quant 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.