ETFS FANG (Australia) Alpha and Beta Analysis
| FANG Etf | 29.05 0.15 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ETFS FANG ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in ETFS FANG over a specified time horizon. Remember, high ETFS FANG'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 ETFS FANG's market risk premium analysis include:
Beta 0.22 | Alpha (0.11) | Risk 1.48 | Sharpe Ratio (0.12) | Expected Return (0.18) |
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.
ETFS |
ETFS FANG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ETFS FANG market risk premium is the additional return an investor will receive from holding ETFS FANG 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 ETFS FANG. 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 ETFS FANG's performance over market.| α | -0.11 | β | 0.22 |
ETFS FANG 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 ETFS FANG's Buy-and-hold return. Our buy-and-hold chart shows how ETFS FANG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ETFS FANG Market Price Analysis
Market price analysis indicators help investors to evaluate how ETFS FANG etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ETFS FANG shares will generate the highest return on investment. By understating and applying ETFS FANG etf market price indicators, traders can identify ETFS FANG position entry and exit signals to maximize returns.
ETFS FANG Return and Market Media
The median price of ETFS FANG for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 33.03 with a coefficient of variation of 4.31. The daily time series for the period is distributed with a sample standard deviation of 1.41, arithmetic mean of 32.66, and mean deviation of 1.05. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | With 88 percent return, mutual fund scheme of the year 2024 crown goes to Mirae Asset NYSE FANGETF FoF - The Economic Times | 12/30/2024 |
2 | Only want to invest in the Magnificent Seven Theres an ASX ETF for that - The Motley Fool Australia | 02/21/2025 |
About ETFS FANG 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 ETFS or other etfs. Alpha measures the amount that position in ETFS FANG ETF 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 ETFS FANG 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, ETFS FANG's short interest history, or implied volatility extrapolated from ETFS FANG options trading.
Build Portfolio with ETFS FANG
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Other Information on Investing in ETFS Etf
ETFS FANG financial ratios help investors to determine whether ETFS Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ETFS with respect to the benefits of owning ETFS FANG security.