Kraneshares Asia Pacific Etf Alpha and Beta Analysis

KHYB Etf  USD 24.00  0.03  0.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KraneShares Asia Pacific. It also helps investors analyze the systematic and unsystematic risks associated with investing in KraneShares Asia over a specified time horizon. Remember, high KraneShares Asia'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 KraneShares Asia's market risk premium analysis include:
Beta
0.15
Alpha
(0.03)
Risk
0.33
Sharpe Ratio
(0.07)
Expected Return
(0.02)
Please note that although KraneShares Asia 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, KraneShares Asia did 0.03  worse 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 KraneShares Asia Pacific etf's relative risk over its benchmark. KraneShares Asia Pacific has a beta of 0.15  . As returns on the market increase, KraneShares Asia's returns are expected to increase less than the market. However, during the bear market, the loss of holding KraneShares Asia is expected to be smaller as well. .
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 KraneShares Asia Backtesting, Portfolio Optimization, KraneShares Asia Correlation, KraneShares Asia Hype Analysis, KraneShares Asia Volatility, KraneShares Asia History and analyze KraneShares Asia Performance.

KraneShares Asia Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KraneShares Asia market risk premium is the additional return an investor will receive from holding KraneShares Asia 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 KraneShares Asia. 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 KraneShares Asia's performance over market.
α-0.03   β0.15
100%

KraneShares Asia 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 KraneShares Asia's Buy-and-hold return. Our buy-and-hold chart shows how KraneShares Asia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

KraneShares Asia Market Price Analysis

Market price analysis indicators help investors to evaluate how KraneShares Asia etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KraneShares Asia shares will generate the highest return on investment. By understating and applying KraneShares Asia etf market price indicators, traders can identify KraneShares Asia position entry and exit signals to maximize returns.

KraneShares Asia Return and Market Media

The median price of KraneShares Asia for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 24.79 with a coefficient of variation of 0.76. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 24.72, and mean deviation of 0.13. The Etf received some media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.151OctNovDec 2468
JavaScript chart by amCharts 3.21.15KraneShares Asia Pacific KraneShares Asia Pacific Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Trend Tracker for - Stock Traders Daily
10/04/2024

About KraneShares Asia 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 KraneShares or other etfs. Alpha measures the amount that position in KraneShares Asia Pacific 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 KraneShares Asia 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, KraneShares Asia's short interest history, or implied volatility extrapolated from KraneShares Asia options trading.

Build Portfolio with KraneShares Asia

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 KraneShares Asia Pacific offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KraneShares Asia's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kraneshares Asia Pacific Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Kraneshares Asia Pacific Etf:
Check out KraneShares Asia Backtesting, Portfolio Optimization, KraneShares Asia Correlation, KraneShares Asia Hype Analysis, KraneShares Asia Volatility, KraneShares Asia History and analyze KraneShares Asia Performance.
You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
KraneShares Asia 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 KraneShares Asia technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of KraneShares Asia 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...

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