Fcf International Quality Etf Alpha and Beta Analysis
| TTAI Etf | USD 29.39 0.04 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FCF International Quality. It also helps investors analyze the systematic and unsystematic risks associated with investing in FCF International over a specified time horizon. Remember, high FCF International'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 FCF International's market risk premium analysis include:
Beta 0.49 | Alpha (0.1) | Risk 0.87 | Sharpe Ratio (0.05) | Expected Return (0.05) |
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.
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FCF International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FCF International market risk premium is the additional return an investor will receive from holding FCF International 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 FCF International. 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 FCF International's performance over market.| α | -0.1 | β | 0.49 |
FCF International 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 FCF International's Buy-and-hold return. Our buy-and-hold chart shows how FCF International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FCF International Market Price Analysis
Market price analysis indicators help investors to evaluate how FCF International etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FCF International shares will generate the highest return on investment. By understating and applying FCF International etf market price indicators, traders can identify FCF International position entry and exit signals to maximize returns.
FCF International Return and Market Media
The median price of FCF International for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 30.35 with a coefficient of variation of 2.02. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 30.35, and mean deviation of 0.51. The Etf received some media coverage during the period.About FCF International 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 FCF or other etfs. Alpha measures the amount that position in FCF International Quality 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 FCF International 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, FCF International's short interest history, or implied volatility extrapolated from FCF International options trading.
Build Portfolio with FCF International
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Align your risk with return expectations
Check out FCF International Backtesting, Portfolio Optimization, FCF International Correlation, FCF International Hype Analysis, FCF International Volatility, FCF International History and analyze FCF International Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
FCF International 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.