Etf Managers Group Etf Alpha and Beta Analysis

VALT Etf  USD 48.52  0.01  0.02%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ETF Managers Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in ETF Managers over a specified time horizon. Remember, high ETF Managers' 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 ETF Managers' market risk premium analysis include:
Beta
(0.10)
Alpha
0.0249
Risk
0.0
Sharpe Ratio
0.0
Expected Return
0.0
Please note that although ETF Managers alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, ETF Managers did 0.02  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ETF Managers Group etf's relative risk over its benchmark. ETF Managers Group has a beta of 0.10  . As returns on the market increase, returns on owning ETF Managers are expected to decrease at a much lower rate. During the bear market, ETF Managers is likely to outperform the market. .
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.
  
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.

ETF Managers Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ETF Managers market risk premium is the additional return an investor will receive from holding ETF Managers 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 ETF Managers. 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 ETF Managers' performance over market.
α0.02   β-0.1

ETF Managers Fundamentals Vs Peers

Comparing ETF Managers' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze ETF Managers' direct or indirect competition across all of the common fundamentals between ETF Managers and the related equities. This way, we can detect undervalued stocks with similar characteristics as ETF Managers or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of ETF Managers' fundamental indicators could also be used in its relative valuation, which is a method of valuing ETF Managers by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare ETF Managers to competition
FundamentalsETF ManagersPeer Average
Beta0.13
One Year Return4.10 %(0.97) %
Three Year Return1.00 %3.23 %
Net Asset123.89 M2.29 B
Last Dividend Paid0.0230.14
Bond Positions Weight2.00 %8.16 %

ETF Managers Opportunities

ETF Managers Return and Market Media

The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About ETF Managers 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 ETF or other etfs. Alpha measures the amount that position in ETF Managers Group 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 ETF Managers 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, ETF Managers' short interest history, or implied volatility extrapolated from ETF Managers options trading.

Build Portfolio with ETF Managers

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether ETF Managers Group is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if ETF Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Etf Managers Group Etf. Highlighted below are key reports to facilitate an investment decision about Etf Managers Group Etf:
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.
You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
ETF Managers 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.
A focus of ETF Managers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ETF Managers trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...