System1 Etf Alpha and Beta Analysis
| SST Etf | USD 0.68 0.09 11.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as System1. It also helps investors analyze the systematic and unsystematic risks associated with investing in System1 over a specified time horizon. Remember, high System1'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 System1's market risk premium analysis include:
Beta 2.24 | Alpha (0.65) | Risk 7.27 | Sharpe Ratio (0.07) | Expected Return (0.48) |
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.
System1 |
System1 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. System1 market risk premium is the additional return an investor will receive from holding System1 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 System1. 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 System1's performance over market.| α | -0.65 | β | 2.24 |
System1 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 System1's Buy-and-hold return. Our buy-and-hold chart shows how System1 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.System1 Market Price Analysis
Market price analysis indicators help investors to evaluate how System1 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading System1 shares will generate the highest return on investment. By understating and applying System1 etf market price indicators, traders can identify System1 position entry and exit signals to maximize returns.
System1 Return and Market Media
The median price of System1 for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 0.93 with a coefficient of variation of 15.26. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 0.89, and mean deviation of 0.11. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About System1 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 System1 or other etfs. Alpha measures the amount that position in System1 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.
System1 Upcoming Company Events
As portrayed in its financial statements, the presentation of System1's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, System1's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of System1's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of System1. Please utilize our Beneish M Score to check the likelihood of System1's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Other Information on Investing in System1 Etf
System1 financial ratios help investors to determine whether System1 Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in System1 with respect to the benefits of owning System1 security.