Ishares Ethereum Trust Etf Alpha and Beta Analysis
| ETHA Etf | 14.64 0.66 4.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Ethereum Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Ethereum over a specified time horizon. Remember, high IShares Ethereum'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 IShares Ethereum's market risk premium analysis include:
Beta 0.79 | Alpha (0.89) | Risk 4.64 | Sharpe Ratio (0.24) | Expected Return (1.12) |
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.
IShares |
IShares Ethereum Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Ethereum market risk premium is the additional return an investor will receive from holding IShares Ethereum 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 IShares Ethereum. 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 IShares Ethereum's performance over market.| α | -0.89 | β | 0.79 |
IShares Ethereum 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 IShares Ethereum's Buy-and-hold return. Our buy-and-hold chart shows how IShares Ethereum performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Ethereum Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Ethereum etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Ethereum shares will generate the highest return on investment. By understating and applying IShares Ethereum etf market price indicators, traders can identify IShares Ethereum position entry and exit signals to maximize returns.
IShares Ethereum Return and Market Media
The median price of IShares Ethereum for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 24.5 with a coefficient of variation of 19.73. The daily time series for the period is distributed with a sample standard deviation of 4.53, arithmetic mean of 22.95, and mean deviation of 3.89. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Bitcoin, Ethereum ETFs See 688M Net Inflows, Analysts Target 124,000 | 12/17/2024 |
2 | Bitcoin, Ethereum ETFs Break 4-Day Outflow Streak, Net 592 Inflows On Thursday | 12/27/2024 |
3 | Could Ethereum Reach 5,000 in 2025 | 01/08/2025 |
4 | Howard Capital Management Group LLC Takes 274,000 Position in iShares Ethereum Trust ETF | 01/22/2025 |
5 | Ethereum ETFs Seize the Dip, Record Volumes Pour into ETHA and Allies - Crypto News Australia | 02/05/2025 |
6 | Data The total net inflow of the Ethereum spot ETF yesterday was 12.5783 million, with an ETF net asset ratio of 3.14 percent - ChainCatcher | 02/11/2025 |
7 | Should You Buy Ethereum While Its Under 2,500 | 02/26/2025 |
8 | Jamie Dimon Was A Believer In Smart Contract Cryptos Long Before JPMorgan Hit The Buy Button On Ethereum ETFs Heres What The CEO Said | 02/28/2025 |
9 | Ethereum Buy, Sell, or Hold | 03/07/2025 |
10 | Crypto News SEC Delays Decision on Fidelity Ether ETF Options, Sets New May 14 Deadline - Binance | 03/12/2025 |
About IShares Ethereum 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 IShares or other etfs. Alpha measures the amount that position in iShares Ethereum Trust 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 IShares Ethereum 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, IShares Ethereum's short interest history, or implied volatility extrapolated from IShares Ethereum options trading.
Build Portfolio with IShares Ethereum
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 IShares Ethereum Backtesting, Portfolio Optimization, IShares Ethereum Correlation, IShares Ethereum Hype Analysis, IShares Ethereum Volatility, IShares Ethereum History and analyze IShares Ethereum Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
IShares Ethereum 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.