Grayscale Bitcoin Trust Etf Alpha and Beta Analysis
| GBTC Etf | USD 66.95 3.57 5.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Grayscale Bitcoin Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Grayscale Bitcoin over a specified time horizon. Remember, high Grayscale Bitcoin'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 Grayscale Bitcoin's market risk premium analysis include:
Beta 0.26 | Alpha (0.25) | Risk 3.13 | Sharpe Ratio (0.11) | Expected Return (0.33) |
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.
Grayscale |
Grayscale Bitcoin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Grayscale Bitcoin market risk premium is the additional return an investor will receive from holding Grayscale Bitcoin 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 Grayscale Bitcoin. 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 Grayscale Bitcoin's performance over market.| α | -0.25 | β | 0.26 |
Grayscale Bitcoin 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 Grayscale Bitcoin's Buy-and-hold return. Our buy-and-hold chart shows how Grayscale Bitcoin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Grayscale Bitcoin Market Price Analysis
Market price analysis indicators help investors to evaluate how Grayscale Bitcoin etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Grayscale Bitcoin shares will generate the highest return on investment. By understating and applying Grayscale Bitcoin etf market price indicators, traders can identify Grayscale Bitcoin position entry and exit signals to maximize returns.
Grayscale Bitcoin Return and Market Media
The median price of Grayscale Bitcoin for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 76.56 with a coefficient of variation of 7.0. The daily time series for the period is distributed with a sample standard deviation of 5.33, arithmetic mean of 76.07, and mean deviation of 4.02. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Bitcoin ETF Hits New 52-Week High | 12/18/2024 |
2 | Octavia Wealth Advisors LLC Buys Shares of 3,216 Grayscale Bitcoin Trust | 01/22/2025 |
3 | Grayscale Launches Grayscale Bitcoin Miners ETF | 01/30/2025 |
4 | Prairie Wealth Advisors Inc. Acquires 430 Shares of Grayscale Bitcoin Trust | 02/07/2025 |
5 | Atlas Wealth Partners LLC Sells 1,380 Shares of Grayscale Bitcoin Trust | 02/12/2025 |
6 | GFG Capital LLC Invests 333,000 in Grayscale Bitcoin Trust | 02/14/2025 |
7 | Grayscale Investments Launches Grayscale Pyth Trust | 02/18/2025 |
8 | Delta Financial Group Inc. Buys New Shares in Grayscale Bitcoin Trust | 02/24/2025 |
9 | Data Bitcoin spot ETF had a total net outflow of 276 million yesterday, continuing 8 days of net outflows - ChainCatcher | 02/27/2025 |
10 | Mainstream Capital Management LLC Buys Shares of 3,876 Grayscale Bitcoin Trust | 03/04/2025 |
11 | High-Net-Worth Investors Are More Likely to Own Crypto than the Average American, According to Data from Grayscale Investments and The Harris Poll | 03/13/2025 |
About Grayscale Bitcoin 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 Grayscale or other etfs. Alpha measures the amount that position in Grayscale Bitcoin 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 Grayscale Bitcoin 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, Grayscale Bitcoin's short interest history, or implied volatility extrapolated from Grayscale Bitcoin options trading.
Build Portfolio with Grayscale Bitcoin
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Align your risk with return expectations
Check out Grayscale Bitcoin Backtesting, Portfolio Optimization, Grayscale Bitcoin Correlation, Grayscale Bitcoin Hype Analysis, Grayscale Bitcoin Volatility, Grayscale Bitcoin History and analyze Grayscale Bitcoin Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Grayscale Bitcoin 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.