ARK Alpha and Beta Analysis
| ARK Crypto | USD 0.52 0.01 1.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK over a specified time horizon. Remember, high ARK'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.
Beta 3.34 | Alpha 0.57 | Risk 7.39 | Sharpe Ratio 0.0809 | Expected Return 0.6 |
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.
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ARK Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK market risk premium is the additional return an investor will receive from holding ARK 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 ARK. 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 ARK's performance over market.| α | 0.57 | β | 3.34 |
ARK Price Momentum Analysis
ARK Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARK shares will generate the highest return on investment. By understating and applying ARK crypto coin market price indicators, traders can identify ARK position entry and exit signals to maximize returns.
ARK Return and Market Media
The median price of ARK for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 0.56 with a coefficient of variation of 18.56. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.56, and mean deviation of 0.08. The Crypto received some media coverage during the period. Price Growth (%) |
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About ARK 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 ARK or other cryptos. Alpha measures the amount that position in ARK 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 cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ARK in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
Build Portfolio with ARK
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 ARK Backtesting, Portfolio Optimization, ARK Correlation, Cryptocurrency Center, ARK Volatility, ARK History and analyze ARK Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
ARK technical crypto coin 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, crypto market cycles, or different charting patterns.