Uscf Etf Trust Etf Alpha and Beta Analysis
| UDI Etf | USD 31.04 0.36 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as USCF ETF Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in USCF ETF over a specified time horizon. Remember, high USCF 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 USCF ETF's market risk premium analysis include:
Beta 0.92 | Alpha 0.001821 | Risk 0.78 | Sharpe Ratio 0.12 | Expected Return 0.0965 |
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.
USCF |
USCF ETF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. USCF ETF market risk premium is the additional return an investor will receive from holding USCF 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 USCF 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 USCF ETF's performance over market.| α | 0 | β | 0.92 |
USCF 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 USCF ETF's Buy-and-hold return. Our buy-and-hold chart shows how USCF ETF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.USCF ETF Market Price Analysis
Market price analysis indicators help investors to evaluate how USCF 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 USCF ETF shares will generate the highest return on investment. By understating and applying USCF ETF etf market price indicators, traders can identify USCF ETF position entry and exit signals to maximize returns.
USCF ETF Return and Market Media
The median price of USCF ETF for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 29.77 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 29.85, and mean deviation of 0.5. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Raborn Francis of 1250 shares of USCF ETF at 4.44 subject to Rule 16b-3 | 09/20/2024 |
2 | Disposition of 1250 shares by Raborn Francis of USCF ETF at 30.912 subject to Rule 16b-3 | 10/22/2024 |
3 | Acquisition by Raborn Francis of 2500 shares of USCF ETF at 4.44 subject to Rule 16b-3 | 10/30/2024 |
4 | Disposition of 2500 shares by Raborn Francis of USCF ETF at 4.44 subject to Rule 16b-3 | 11/06/2024 |
About USCF 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 USCF or other etfs. Alpha measures the amount that position in USCF 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 USCF 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, USCF ETF's short interest history, or implied volatility extrapolated from USCF ETF options trading.
Build Portfolio with USCF 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
Align your risk with return expectations
Check out USCF ETF Backtesting, Portfolio Optimization, USCF ETF Correlation, USCF ETF Hype Analysis, USCF ETF Volatility, USCF ETF History and analyze USCF ETF Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
USCF 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.