Roundhill Etf Trust Etf Alpha and Beta Analysis
| XDTE Etf | 53.06 0.11 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roundhill ETF Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roundhill ETF over a specified time horizon. Remember, high Roundhill 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 Roundhill ETF's market risk premium analysis include:
Beta 0.74 | Alpha 0.0145 | Risk 0.64 | Sharpe Ratio 0.22 | Expected Return 0.14 |
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.
Roundhill |
Roundhill ETF Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roundhill ETF market risk premium is the additional return an investor will receive from holding Roundhill 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 Roundhill 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 Roundhill ETF's performance over market.| α | 0.01 | β | 0.74 |
Roundhill 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 Roundhill ETF's Buy-and-hold return. Our buy-and-hold chart shows how Roundhill ETF performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roundhill ETF Market Price Analysis
Market price analysis indicators help investors to evaluate how Roundhill 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 Roundhill ETF shares will generate the highest return on investment. By understating and applying Roundhill ETF etf market price indicators, traders can identify Roundhill ETF position entry and exit signals to maximize returns.
Roundhill ETF Return and Market Media
The median price of Roundhill ETF for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 50.95 with a coefficient of variation of 2.72. The daily time series for the period is distributed with a sample standard deviation of 1.38, arithmetic mean of 50.87, and mean deviation of 1.08. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Roundhill Investments Announces XDTE and QDTE Distributions for September 13, 2024 | 09/11/2024 |
2 | Roundhill SP 500 0DTE Covered Call Strategy ETF declares 0.1986 dividend | 09/18/2024 |
3 | Roundhill Investments Announces XDTE and QDTE Distributions for September 4, 2024 - cnhinews.com | 10/01/2024 |
4 | Roundhill SP 500 0DTE Covered Call Strategy ETF declares 0.2392 dividend | 10/23/2024 |
5 | Roundhill ETF Trust Roundhill SP 500 0DTE Covered Call Strategy ETF Declares Dividend of 0.21 | 11/07/2024 |
6 | XDTE Living Off A High Yield Can Be Sustainable - Seeking Alpha | 11/19/2024 |
About Roundhill 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 Roundhill or other etfs. Alpha measures the amount that position in Roundhill 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 Roundhill 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, Roundhill ETF's short interest history, or implied volatility extrapolated from Roundhill ETF options trading.
Build Portfolio with Roundhill ETF
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Check out Roundhill ETF Backtesting, Portfolio Optimization, Roundhill ETF Correlation, Roundhill ETF Hype Analysis, Roundhill ETF Volatility, Roundhill ETF History and analyze Roundhill ETF Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Roundhill 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.