The Hoya Capital Etf Alpha and Beta Analysis
| HOMZ Etf | USD 44.45 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 The Hoya Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hoya Capital over a specified time horizon. Remember, high Hoya Capital'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 Hoya Capital's market risk premium analysis include:
Beta 0.78 | Alpha (0.07) | Risk 1.1 | Sharpe Ratio (0.03) | Expected Return (0.04) |
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.
Hoya |
Hoya Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hoya Capital market risk premium is the additional return an investor will receive from holding Hoya Capital 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 Hoya Capital. 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 Hoya Capital's performance over market.| α | -0.07 | β | 0.78 |
Hoya Capital 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 Hoya Capital's Buy-and-hold return. Our buy-and-hold chart shows how Hoya Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Hoya Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Hoya Capital etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hoya Capital shares will generate the highest return on investment. By understating and applying Hoya Capital etf market price indicators, traders can identify Hoya Capital position entry and exit signals to maximize returns.
Hoya Capital Return and Market Media
The median price of Hoya Capital for the period between Tue, Dec 24, 2024 and Mon, Mar 24, 2025 is 45.74 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 45.67, and mean deviation of 0.8. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Hoya Capital Housing ETF declares 0.0665 special dividend Seeking Alpha | 01/02/2025 |
2 | Stocks Slide Strong Jobs Data Yields Surge - Seeking Alpha | 01/10/2025 |
3 | How To Trade - Stock Traders Daily | 01/15/2025 |
4 | Fed Ahead AI Rebound REIT Earnings - Seeking Alpha | 01/28/2025 |
5 | CPI Cools Shutdown Looms Tariffs Escalate - Seeking Alpha | 03/12/2025 |
6 | Disposition of 1274472 shares by J P Morgan Partners Sbic Llc of Hoya Capital at 2.25 subject to Rule 16b-3 | 03/18/2025 |
7 | Where are the Opportunities in - Stock Traders Daily | 03/21/2025 |
About Hoya Capital 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 Hoya or other etfs. Alpha measures the amount that position in Hoya Capital 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 Hoya Capital 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, Hoya Capital's short interest history, or implied volatility extrapolated from Hoya Capital options trading.
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Check out Hoya Capital Backtesting, Portfolio Optimization, Hoya Capital Correlation, Hoya Capital Hype Analysis, Hoya Capital Volatility, Hoya Capital History and analyze Hoya Capital Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Hoya Capital 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.