Calamos Antetokounmpo Global Etf Alpha and Beta Analysis
| SROI Etf | 29.82 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Calamos Antetokounmpo Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Calamos Antetokounmpo over a specified time horizon. Remember, high Calamos Antetokounmpo'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 Calamos Antetokounmpo's market risk premium analysis include:
Beta 0.57 | Alpha (0.08) | Risk 0.7 | Sharpe Ratio (0) | Expected Return (0) |
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.
Calamos |
Calamos Antetokounmpo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Calamos Antetokounmpo market risk premium is the additional return an investor will receive from holding Calamos Antetokounmpo 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 Calamos Antetokounmpo. 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 Calamos Antetokounmpo's performance over market.| α | -0.08 | β | 0.57 |
Calamos Antetokounmpo 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 Calamos Antetokounmpo's Buy-and-hold return. Our buy-and-hold chart shows how Calamos Antetokounmpo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Calamos Antetokounmpo Market Price Analysis
Market price analysis indicators help investors to evaluate how Calamos Antetokounmpo etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calamos Antetokounmpo shares will generate the highest return on investment. By understating and applying Calamos Antetokounmpo etf market price indicators, traders can identify Calamos Antetokounmpo position entry and exit signals to maximize returns.
Calamos Antetokounmpo Return and Market Media
The median price of Calamos Antetokounmpo for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 30.07 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 30.01, and mean deviation of 0.33. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sony Pulls Plug On Concord Multiplayer Shooter Game Goes Offline Soon After Launch | 09/04/2024 |
2 | When the Price of Talks, People Listen - Stock Traders Daily | 11/18/2024 |
About Calamos Antetokounmpo 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 Calamos or other etfs. Alpha measures the amount that position in Calamos Antetokounmpo 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 Calamos Antetokounmpo 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, Calamos Antetokounmpo's short interest history, or implied volatility extrapolated from Calamos Antetokounmpo options trading.
Build Portfolio with Calamos Antetokounmpo
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 Calamos Antetokounmpo Backtesting, Portfolio Optimization, Calamos Antetokounmpo Correlation, Calamos Antetokounmpo Hype Analysis, Calamos Antetokounmpo Volatility, Calamos Antetokounmpo History and analyze Calamos Antetokounmpo Performance. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Calamos Antetokounmpo 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.