Ishares Small Cap Etf Alpha and Beta Analysis
| SVAL Etf | USD 35.66 0.57 1.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Small Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Small over a specified time horizon. Remember, high IShares Small'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 IShares Small's market risk premium analysis include:
Beta 1.83 | Alpha (0.01) | Risk 1.65 | Sharpe Ratio 0.11 | Expected Return 0.18 |
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.
IShares |
IShares Small Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Small market risk premium is the additional return an investor will receive from holding IShares Small 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 IShares Small. 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 IShares Small's performance over market.| α | -0.01 | β | 1.83 |
IShares Small 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 IShares Small's Buy-and-hold return. Our buy-and-hold chart shows how IShares Small performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Small Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Small etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Small shares will generate the highest return on investment. By understating and applying IShares Small etf market price indicators, traders can identify IShares Small position entry and exit signals to maximize returns.
IShares Small Return and Market Media
The median price of IShares Small for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 32.15 with a coefficient of variation of 4.19. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 32.56, and mean deviation of 1.05. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SVAL A Little Too Much Financials Exposure - Seeking Alpha | 09/09/2024 |
2 | MONEY CONCEPTS CAPITAL CORP Acquires New Stake in iShares US Small Cap Value Factor ETF | 11/15/2024 |
About IShares Small 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 IShares or other etfs. Alpha measures the amount that position in iShares Small Cap 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 IShares Small 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, IShares Small's short interest history, or implied volatility extrapolated from IShares Small options trading.
Build Portfolio with IShares Small
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Align your risk with return expectations
Check out IShares Small Backtesting, Portfolio Optimization, IShares Small Correlation, IShares Small Hype Analysis, IShares Small Volatility, IShares Small History and analyze IShares Small Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
IShares Small 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.