Etracs 2x Leveraged Etf Alpha and Beta Analysis
| USML Etf | USD 42.75 0.55 1.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ETRACS 2x Leveraged. It also helps investors analyze the systematic and unsystematic risks associated with investing in ETRACS 2x over a specified time horizon. Remember, high ETRACS 2x'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 ETRACS 2x's market risk premium analysis include:
Beta 1.26 | Alpha (0.04) | Risk 1.13 | Sharpe Ratio 0.0969 | Expected Return 0.11 |
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.
ETRACS |
ETRACS 2x Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ETRACS 2x market risk premium is the additional return an investor will receive from holding ETRACS 2x 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 ETRACS 2x. 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 ETRACS 2x's performance over market.| α | -0.04 | β | 1.26 |
ETRACS 2x 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 ETRACS 2x's Buy-and-hold return. Our buy-and-hold chart shows how ETRACS 2x performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ETRACS 2x Market Price Analysis
Market price analysis indicators help investors to evaluate how ETRACS 2x etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ETRACS 2x shares will generate the highest return on investment. By understating and applying ETRACS 2x etf market price indicators, traders can identify ETRACS 2x position entry and exit signals to maximize returns.
ETRACS 2x Return and Market Media
The median price of ETRACS 2x for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 40.74 with a coefficient of variation of 2.1. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 40.88, and mean deviation of 0.68. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About ETRACS 2x 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 ETRACS or other etfs. Alpha measures the amount that position in ETRACS 2x Leveraged 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 ETRACS 2x 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, ETRACS 2x's short interest history, or implied volatility extrapolated from ETRACS 2x options trading.
Build Portfolio with ETRACS 2x
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 ETRACS 2x Backtesting, Portfolio Optimization, ETRACS 2x Correlation, ETRACS 2x Hype Analysis, ETRACS 2x Volatility, ETRACS 2x History and analyze ETRACS 2x Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
ETRACS 2x 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.