Etf Managers Group Etf Alpha and Beta Analysis
| MJXL Etf | USD 0.39 0.01 2.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ETF Managers Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in ETF Managers over a specified time horizon. Remember, high ETF Managers' 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 ETF Managers' market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
ETF |
ETF Managers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ETF Managers market risk premium is the additional return an investor will receive from holding ETF Managers 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 ETF Managers. 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 ETF Managers' performance over market.| α | 0.00 | β | 0.00 |
About ETF Managers 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 ETF or other etfs. Alpha measures the amount that position in ETF Managers Group 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 ETF Managers 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, ETF Managers' short interest history, or implied volatility extrapolated from ETF Managers options trading.
Build Portfolio with ETF Managers
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Other Tools for ETF Etf
When running ETF Managers' price analysis, check to measure ETF Managers' 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 ETF Managers is operating at the current time. Most of ETF Managers' value examination focuses on studying past and present price action to predict the probability of ETF Managers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ETF Managers' price. Additionally, you may evaluate how the addition of ETF Managers to your portfolios can decrease your overall portfolio volatility.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |