Franklin Ftse Mexico Etf Alpha and Beta Analysis
| FLMX Etf | USD 23.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin FTSE Mexico. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin FTSE over a specified time horizon. Remember, high Franklin FTSE'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 Franklin FTSE's market risk premium analysis include:
Beta 0.0754 | Alpha (0.21) | Risk 1.23 | Sharpe Ratio (0.20) | Expected Return (0.25) |
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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Franklin FTSE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin FTSE market risk premium is the additional return an investor will receive from holding Franklin FTSE 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 Franklin FTSE. 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 Franklin FTSE's performance over market.| α | -0.21 | β | 0.08 |
Franklin FTSE 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 Franklin FTSE's Buy-and-hold return. Our buy-and-hold chart shows how Franklin FTSE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Franklin FTSE Market Price Analysis
Market price analysis indicators help investors to evaluate how Franklin FTSE etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Franklin FTSE shares will generate the highest return on investment. By understating and applying Franklin FTSE etf market price indicators, traders can identify Franklin FTSE position entry and exit signals to maximize returns.
Franklin FTSE Return and Market Media
The median price of Franklin FTSE for the period between Fri, Oct 4, 2024 and Thu, Jan 2, 2025 is 24.93 with a coefficient of variation of 3.94. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 25.03, and mean deviation of 0.82. The Etf received some media coverage during the period. Price Growth (%) |
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