Xtrackers California Municipal Etf Alpha and Beta Analysis
| CA Etf | USD 24.73 0.07 0.28% |
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 0.0544 | Alpha (0.02) | Risk 0.25 | Sharpe Ratio (0.03) | Expected Return (0.01) |
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 | -0.02 | β | 0.05 |
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 Wed, Dec 25, 2024 and Tue, Mar 25, 2025 is 24.84 with a coefficient of variation of 0.5. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 24.83, and mean deviation of 0.1. The Etf received a lot of media exposure during the 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 | Discretionary transaction by Mcgrath Kieran J of tradable shares of Xtrackers California subject to Rule 16b-3 | 01/28/2025 |
3 | Oransi Donates Air Purifiers to Support Claires Place Foundation LA Fire Emergency Fund | 01/30/2025 |
4 | CalExit Hosts 2nd Annual Global Summit on Self-Determination | 02/10/2025 |
5 | Desert Oasis Healthcare Honored with Dual Accolades in 2024 Best of Desert Awards | 02/25/2025 |
6 | Acquisition by Sulpizio Richard of 1630 shares of Xtrackers California subject to Rule 16b-3 | 02/28/2025 |
7 | Danielle Vasinova Appeared at 1923s Season 2 Premiere | 03/03/2025 |
8 | Lakeland Fire Safety to Attend the 37th Annual Roth Conference | 03/04/2025 |
9 | Disposition of 2364 shares by Mcgrath Kieran J of Xtrackers California at 43.59 subject to Rule 16b-3 | 03/06/2025 |
10 | West Covina Unified School Districts Community Schools Initiative Expands Parenting Workshops to Provide Support to Families | 03/11/2025 |
11 | Bay Area Bicycle Law Moves to a New Office in Oakland, CA | 03/17/2025 |
12 | COSEBOC FOUNDER RON WALKER JOINS KINGMAKERS OF OAKLAND AT 2025 SPRING SYMPOSIUM AS KEYNOTE SPEAKER | 03/18/2025 |
13 | Women in Manufacturing Association Announces 2025 Board of Directors | 03/19/2025 |
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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
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.