Stratssm Certificates Series Stock Alpha and Beta Analysis
| GJS Stock | USD 23.00 0.15 0.65% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as STRATSSM Certificates series. It also helps investors analyze the systematic and unsystematic risks associated with investing in STRATSSM Certificates over a specified time horizon. Remember, high STRATSSM Certificates' 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 STRATSSM Certificates' market risk premium analysis include:
Beta (0.13) | Alpha 0.0164 | Risk 0.69 | Sharpe Ratio 0.0234 | Expected Return 0.0162 |
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.
STRATSSM |
STRATSSM Certificates Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. STRATSSM Certificates market risk premium is the additional return an investor will receive from holding STRATSSM Certificates 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 STRATSSM Certificates. 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 STRATSSM Certificates' performance over market.| α | 0.02 | β | -0.13 |
STRATSSM Certificates 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 STRATSSM Certificates' Buy-and-hold return. Our buy-and-hold chart shows how STRATSSM Certificates performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.STRATSSM Certificates Market Price Analysis
Market price analysis indicators help investors to evaluate how STRATSSM Certificates stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading STRATSSM Certificates shares will generate the highest return on investment. By understating and applying STRATSSM Certificates stock market price indicators, traders can identify STRATSSM Certificates position entry and exit signals to maximize returns.
STRATSSM Certificates Return and Market Media
The median price of STRATSSM Certificates for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 22.8 with a coefficient of variation of 0.69. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 22.82, and mean deviation of 0.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| STRATSSM Certificates dividend paid on 11th of October 2024 | 10/11/2024 |
| STRATSSM Certificates dividend paid on 15th of October 2024 | 10/15/2024 |
About STRATSSM Certificates 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 STRATSSM or other stocks. Alpha measures the amount that position in STRATSSM Certificates 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 STRATSSM Certificates 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, STRATSSM Certificates' short interest history, or implied volatility extrapolated from STRATSSM Certificates options trading.
Build Portfolio with STRATSSM Certificates
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
Additional Tools for STRATSSM Stock Analysis
When running STRATSSM Certificates' price analysis, check to measure STRATSSM Certificates' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy STRATSSM Certificates is operating at the current time. Most of STRATSSM Certificates' value examination focuses on studying past and present price action to predict the probability of STRATSSM Certificates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STRATSSM Certificates' price. Additionally, you may evaluate how the addition of STRATSSM Certificates to your portfolios can decrease your overall portfolio volatility.