Oshares Quality Dividend Etf Alpha and Beta Analysis
| OUSA Etf | USD 53.56 0.05 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OShares Quality Dividend. It also helps investors analyze the systematic and unsystematic risks associated with investing in OShares Quality over a specified time horizon. Remember, high OShares Quality'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 OShares Quality's market risk premium analysis include:
Beta 0.0911 | Alpha (0) | Risk 0.6 | Sharpe Ratio 0.0317 | Expected Return 0.0189 |
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.
OShares |
OShares Quality Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OShares Quality market risk premium is the additional return an investor will receive from holding OShares Quality 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 OShares Quality. 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 OShares Quality's performance over market.| α | -0.0024 | β | 0.09 |
OShares Quality 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 OShares Quality's Buy-and-hold return. Our buy-and-hold chart shows how OShares Quality performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.OShares Quality Market Price Analysis
Market price analysis indicators help investors to evaluate how OShares Quality etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading OShares Quality shares will generate the highest return on investment. By understating and applying OShares Quality etf market price indicators, traders can identify OShares Quality position entry and exit signals to maximize returns.
OShares Quality Return and Market Media
The median price of OShares Quality for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 54.03 with a coefficient of variation of 1.31. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 54.06, and mean deviation of 0.61. The Etf received some media coverage during the period.About OShares Quality 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 OShares or other etfs. Alpha measures the amount that position in OShares Quality Dividend 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 OShares Quality 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, OShares Quality's short interest history, or implied volatility extrapolated from OShares Quality options trading.
Build Portfolio with OShares Quality
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
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Check out OShares Quality Backtesting, Portfolio Optimization, OShares Quality Correlation, OShares Quality Hype Analysis, OShares Quality Volatility, OShares Quality History and analyze OShares Quality Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
OShares Quality 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.