Invesco Currencyshares Japanese Etf Alpha and Beta Analysis
| FXY Etf | USD 62.06 0.41 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invesco CurrencyShares Japanese. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invesco CurrencyShares over a specified time horizon. Remember, high Invesco CurrencyShares' 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 Invesco CurrencyShares' market risk premium analysis include:
Beta (0.09) | Alpha 0.002391 | Risk 0.57 | Sharpe Ratio 0.11 | Expected Return 0.0609 |
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.
Invesco |
Invesco CurrencyShares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invesco CurrencyShares market risk premium is the additional return an investor will receive from holding Invesco CurrencyShares 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 Invesco CurrencyShares. 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 Invesco CurrencyShares' performance over market.| α | 0 | β | -0.09 |
Invesco CurrencyShares 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 Invesco CurrencyShares' Buy-and-hold return. Our buy-and-hold chart shows how Invesco CurrencyShares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invesco CurrencyShares Market Price Analysis
Market price analysis indicators help investors to evaluate how Invesco CurrencyShares etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invesco CurrencyShares shares will generate the highest return on investment. By understating and applying Invesco CurrencyShares etf market price indicators, traders can identify Invesco CurrencyShares position entry and exit signals to maximize returns.
Invesco CurrencyShares Return and Market Media
The median price of Invesco CurrencyShares for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 60.05 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 60.19, and mean deviation of 1.16. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Daily Market Outlook - Monday, Feb. 3 | 02/03/2025 |
2 | USDJPY Ticks Higher To Near 152.00, Fed Powells Testimony In Focus | 02/11/2025 |
3 | USDJPY Analysis Nears 150.00 Support Amid Yen Strength | 02/20/2025 |
4 | U.S. Growth Fears Spiral As The Tech Wreck Gains Momentum | 02/26/2025 |
5 | USDJPY Steadies As The Market Consolidates After Fresh Lows | 02/27/2025 |
6 | USDJPY Price Analysis Yen Slips Amid Missed Inflation | 02/28/2025 |
7 | Asia And Europe Seem Less Keen About The Dollar Than North America | 03/03/2025 |
8 | Two Trades Yo Watch DAX, USDJPY Forecast - Tuesday, Feb. 4 | 03/04/2025 |
9 | As U.S. Exceptionalism Crumbles, Germany Shatters Its Fiscal Ceiling | 03/05/2025 |
10 | Pressure On The Greenback Remains Ahead Of The Jobs Report And Powell, While European Bonds Stabilize | 03/07/2025 |
11 | Fragile Consolidation For Greenback To Start The New Week | 03/10/2025 |
12 | Stocks Crumble As Deleveraging Process Appears To Have Picked Up Steam | 03/11/2025 |
13 | Stocks Continue To Melt, More Pain May Lie Ahead | 03/13/2025 |
About Invesco CurrencyShares 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 Invesco or other etfs. Alpha measures the amount that position in Invesco CurrencyShares 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 Invesco CurrencyShares 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, Invesco CurrencyShares' short interest history, or implied volatility extrapolated from Invesco CurrencyShares options trading.
Build Portfolio with Invesco CurrencyShares
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 Invesco CurrencyShares Backtesting, Portfolio Optimization, Invesco CurrencyShares Correlation, Invesco CurrencyShares Hype Analysis, Invesco CurrencyShares Volatility, Invesco CurrencyShares History and analyze Invesco CurrencyShares Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Invesco CurrencyShares 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.