Ishares 10 Year Etf Alpha and Beta Analysis
| IGLB Etf | USD 49.41 0.41 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares 10 Year. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares 10 over a specified time horizon. Remember, high IShares 10'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 10's market risk premium analysis include:
Beta 0.11 | Alpha (0.12) | Risk 0.69 | Sharpe Ratio (0.14) | Expected Return (0.09) |
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 10 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares 10 market risk premium is the additional return an investor will receive from holding IShares 10 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 10. 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 10's performance over market.| α | -0.12 | β | 0.11 |
IShares 10 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 10's Buy-and-hold return. Our buy-and-hold chart shows how IShares 10 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares 10 Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares 10 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 10 shares will generate the highest return on investment. By understating and applying IShares 10 etf market price indicators, traders can identify IShares 10 position entry and exit signals to maximize returns.
IShares 10 Return and Market Media
The median price of IShares 10 for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 51.29 with a coefficient of variation of 1.86. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 51.31, and mean deviation of 0.81. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Hamouth Ryan of 1000 shares of IShares 10 at 4.7 subject to Rule 16b-3 | 09/27/2024 |
2 | iShares 10 Year Investment Grade Corporate Bond Getting Very Oversold - Nasdaq | 10/23/2024 |
3 | Notable Two Hundred Day Moving Average Cross - IGLB - Nasdaq | 11/12/2024 |
4 | Investment Analysis and Advice - Stock Traders Daily | 12/04/2024 |
About IShares 10 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 10 Year 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 10 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 10's short interest history, or implied volatility extrapolated from IShares 10 options trading.
Build Portfolio with IShares 10
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 IShares 10 Backtesting, Portfolio Optimization, IShares 10 Correlation, IShares 10 Hype Analysis, IShares 10 Volatility, IShares 10 History and analyze IShares 10 Performance. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
IShares 10 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.