Ishares India 50 Etf Alpha and Beta Analysis
| INDY Etf | USD 53.46 0.37 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares India 50. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares India over a specified time horizon. Remember, high IShares India'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 India's market risk premium analysis include:
Beta 0.42 | Alpha (0.1) | Risk 0.73 | Sharpe Ratio (0.08) | Expected Return (0.06) |
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 India Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares India market risk premium is the additional return an investor will receive from holding IShares India 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 India. 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 India's performance over market.| α | -0.1 | β | 0.42 |
IShares India 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 India's Buy-and-hold return. Our buy-and-hold chart shows how IShares India performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares India Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares India 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 India shares will generate the highest return on investment. By understating and applying IShares India etf market price indicators, traders can identify IShares India position entry and exit signals to maximize returns.
IShares India Return and Market Media
The median price of IShares India for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 53.68 with a coefficient of variation of 2.77. The daily time series for the period is distributed with a sample standard deviation of 1.5, arithmetic mean of 54.01, and mean deviation of 1.24. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | These Are The Cars Our Readers Were Happiest To See Get Canceled | 10/03/2024 |
2 | Sensex Today Trades Higher Nifty Above 25,100 | 10/15/2024 |
3 | Sensex Today Trades Flat Nifty Below 24,800 | 10/21/2024 |
4 | Sensex Today Ends 603 Points Higher Nifty Above 24,300 | 10/28/2024 |
5 | Sensex Today Tanks 553 Points Nifty Ends Below 24,250 | 10/31/2024 |
6 | Sensex Today Ends Marginally Lower Nifty Holds 23,500 | 11/14/2024 |
7 | Sensex Today Trades Flat Nifty Below 24,200 | 11/27/2024 |
8 | Indy 500 Winner Josef Newgardens Second Face Unveiled On Borg-Warner Trophy | 12/04/2024 |
9 | Sensex Today Trades Higher Nifty Above 24,600 Jupiter Wagons Jumps 5 | 12/12/2024 |
About IShares India 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 India 50 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 India 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 India's short interest history, or implied volatility extrapolated from IShares India options trading.
Build Portfolio with IShares India
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
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Check out IShares India Backtesting, Portfolio Optimization, IShares India Correlation, IShares India Hype Analysis, IShares India Volatility, IShares India History and analyze IShares India Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
IShares India 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.