Macquarie Etf Trust Etf Alpha and Beta Analysis
| STAX Etf | 25.40 0.01 0.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Macquarie ETF Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Macquarie ETF over a specified time horizon. Remember, high Macquarie ETF'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 Macquarie ETF's market risk premium analysis include:
Beta (0.04) | Alpha 0.004013 | Risk 0.0904 | Sharpe Ratio 0.1 | Expected Return 0.0093 |
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.
Macquarie |
Macquarie ETF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Macquarie ETF market risk premium is the additional return an investor will receive from holding Macquarie ETF 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 Macquarie ETF. 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 Macquarie ETF's performance over market.| α | 0 | β | -0.04 |
Macquarie ETF 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 Macquarie ETF's Buy-and-hold return. Our buy-and-hold chart shows how Macquarie ETF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Macquarie ETF Market Price Analysis
Market price analysis indicators help investors to evaluate how Macquarie ETF etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Macquarie ETF shares will generate the highest return on investment. By understating and applying Macquarie ETF etf market price indicators, traders can identify Macquarie ETF position entry and exit signals to maximize returns.
Macquarie ETF Return and Market Media
The median price of Macquarie ETF for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 25.32 with a coefficient of variation of 0.17. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 25.31, and mean deviation of 0.03. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | STAX Engineering and Toyota Pen Five-Year Emissions Capture and Control Deal for Auto Carriers at the Port of Long Beach | 09/04/2024 |
2 | STAX Engineering Signs Exclusive Five-Year Agreement with Olympus Terminals to Control 0 Tons of Emissions | 09/25/2024 |
3 | Schwab Trading Activity Index September Score Slides by Biggest Margin Since June 22 | 10/07/2024 |
4 | Stax Welcomes Amy Schoeman as Global Head of Human Resources | 11/19/2024 |
About Macquarie ETF 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 Macquarie or other etfs. Alpha measures the amount that position in Macquarie ETF Trust 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 Macquarie ETF 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, Macquarie ETF's short interest history, or implied volatility extrapolated from Macquarie ETF options trading.
Build Portfolio with Macquarie ETF
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
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Check out Macquarie ETF Backtesting, Portfolio Optimization, Macquarie ETF Correlation, Macquarie ETF Hype Analysis, Macquarie ETF Volatility, Macquarie ETF History and analyze Macquarie ETF Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Macquarie ETF 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.