Xtrackers California Municipal Etf Alpha and Beta Analysis
| CA Etf | USD 24.75 0.04 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xtrackers California Municipal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xtrackers California over a specified time horizon. Remember, high Xtrackers California'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 Xtrackers California's market risk premium analysis include:
Beta 0.0667 | Alpha (0.03) | Risk 0.28 | Sharpe Ratio (0.06) | Expected Return (0.02) |
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.
Xtrackers |
Xtrackers California Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xtrackers California market risk premium is the additional return an investor will receive from holding Xtrackers California 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 Xtrackers California. 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 Xtrackers California's performance over market.| α | -0.03 | β | 0.07 |
Xtrackers California 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 Xtrackers California's Buy-and-hold return. Our buy-and-hold chart shows how Xtrackers California performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xtrackers California Market Price Analysis
Market price analysis indicators help investors to evaluate how Xtrackers California etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xtrackers California shares will generate the highest return on investment. By understating and applying Xtrackers California etf market price indicators, traders can identify Xtrackers California position entry and exit signals to maximize returns.
Xtrackers California Return and Market Media
The median price of Xtrackers California for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 24.87 with a coefficient of variation of 0.65. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 24.87, and mean deviation of 0.12. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 410719 shares by Gregoire Michael P of Xtrackers California at 31.53 subject to Rule 16b-3 | 01/17/2025 |
2 | Akeso Occupational Health Opens its 21st Clinic in Los Angeles, CA | 01/21/2025 |
3 | Discretionary transaction by Mcgrath Kieran J of tradable shares of Xtrackers California subject to Rule 16b-3 | 01/28/2025 |
4 | The PicoWay Treatment Is Now Available at SIX8 Collective Costa Mesa, CA | 02/13/2025 |
5 | Sinclair Names Tanya Winscott Vice PresidentGeneral Manager of KMPH and KFRE in Fresno, CA | 02/24/2025 |
6 | Tickets On Sale Today For 2025 Monterey Motorsports Festival During Car Week | 02/25/2025 |
7 | West Covina Unified School District Celebrates Mt. SAC Early College Academys National Blue Ribbon Award | 02/26/2025 |
8 | Art Couriers Revolutionizes Fine Art Logistics with Premier Packing, Shipping, and Installation Services | 02/28/2025 |
9 | Warp Launches Pilot Path Program to Leverage Pallet-Level Data for LTLFTL Optimization | 03/04/2025 |
10 | Disposition of 2364 shares by Mcgrath Kieran J of Xtrackers California at 43.59 subject to Rule 16b-3 | 03/06/2025 |
11 | PodcastOne to participate in the 37th Annual ROTH Conference on March 16-18, 2025, in California | 03/07/2025 |
12 | AVOCADO GREEN MATTRESS SELECTED AS A GOOD HOUSEKEEPING 2025 BEDDING AWARD WINNER | 03/11/2025 |
About Xtrackers California 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 Xtrackers or other etfs. Alpha measures the amount that position in Xtrackers California 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 Xtrackers California 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, Xtrackers California's short interest history, or implied volatility extrapolated from Xtrackers California options trading.
Build Portfolio with Xtrackers California
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Check out Xtrackers California Backtesting, Portfolio Optimization, Xtrackers California Correlation, Xtrackers California Hype Analysis, Xtrackers California Volatility, Xtrackers California History and analyze Xtrackers California Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Xtrackers California 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.