2x Long Vix Etf Alpha and Beta Analysis
| UVIX Etf | USD 30.40 0.30 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 2x Long VIX. It also helps investors analyze the systematic and unsystematic risks associated with investing in 2x Long over a specified time horizon. Remember, high 2x Long'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 2x Long's market risk premium analysis include:
Beta (3.82) | Alpha (0.29) | Risk 9.05 | Sharpe Ratio (0.04) | Expected Return (0.36) |
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.
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2x Long Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 2x Long market risk premium is the additional return an investor will receive from holding 2x Long 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 2x Long. 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 2x Long's performance over market.| α | -0.29 | β | -3.82 |
2x Long 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 2x Long's Buy-and-hold return. Our buy-and-hold chart shows how 2x Long performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.2x Long Market Price Analysis
Market price analysis indicators help investors to evaluate how 2x Long etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 2x Long shares will generate the highest return on investment. By understating and applying 2x Long etf market price indicators, traders can identify 2x Long position entry and exit signals to maximize returns.
2x Long Return and Market Media
The median price of 2x Long for the period between Tue, Oct 22, 2024 and Mon, Jan 20, 2025 is 34.4 with a coefficient of variation of 22.41. The daily time series for the period is distributed with a sample standard deviation of 8.48, arithmetic mean of 37.82, and mean deviation of 6.55. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About 2x Long 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 UVIX or other etfs. Alpha measures the amount that position in 2x Long VIX 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 2x Long 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, 2x Long's short interest history, or implied volatility extrapolated from 2x Long options trading.
Build Portfolio with 2x Long
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Align your risk with return expectations
Check out 2x Long Backtesting, Portfolio Optimization, 2x Long Correlation, 2x Long Hype Analysis, 2x Long Volatility, 2x Long History and analyze 2x Long Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
2x Long 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.