Ishares Bitcoin Trust Etf Alpha and Beta Analysis
| IBIT Etf | USD 48.14 2.62 5.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Bitcoin Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Bitcoin over a specified time horizon. Remember, high IShares 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 IShares Bitcoin's market risk premium analysis include:
Beta 0.26 | Alpha (0.25) | Risk 3.14 | Sharpe Ratio (0.10) | Expected Return (0.32) |
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 Bitcoin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Bitcoin market risk premium is the additional return an investor will receive from holding IShares 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 IShares 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 IShares Bitcoin's performance over market.| α | -0.25 | β | 0.26 |
IShares 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 IShares Bitcoin's Buy-and-hold return. Our buy-and-hold chart shows how IShares Bitcoin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Bitcoin Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares 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 IShares Bitcoin shares will generate the highest return on investment. By understating and applying IShares Bitcoin etf market price indicators, traders can identify IShares Bitcoin position entry and exit signals to maximize returns.
IShares Bitcoin Return and Market Media
The median price of IShares Bitcoin for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 54.9 with a coefficient of variation of 6.95. The daily time series for the period is distributed with a sample standard deviation of 3.8, arithmetic mean of 54.6, and mean deviation of 2.86. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Bitcoin To Reach 500,000 Before Trump Leaves Office Standard Chartered | 02/05/2025 |
2 | SP 500-Tracking SPY Boasts Of An Impressive Legacy, But Its Debut Pales In Comparison With BlackRocks Bitcoin Spot ETF | 02/13/2025 |
3 | Transcendent Capital Group LLC Buys Shares of 65,148 iShares Bitcoin Trust | 02/25/2025 |
4 | Bitcoin Plummets Below 80,000, Ethereum, XRP, Dogecoin Get Hammered As Crypto Crash Continues | 02/28/2025 |
5 | Bravias Capital Group LLC Invests 493,000 in iShares Bitcoin Trust | 03/03/2025 |
6 | Zacks Investment Ideas feature highlights Coinbase, MicroStrategy, IBIT, Tesla and Morgan Stanleys | 03/04/2025 |
7 | Lindbrook Capital LLC Buys 6,980 Shares of iShares Bitcoin Trust | 03/07/2025 |
8 | Why Bitcoin and Related Stocks Plunged This Weekend | 03/10/2025 |
9 | The Smartest Bitcoin ETF to Buy With 100 Right Now | 03/11/2025 |
10 | Peter Schiff Warns Americans Will Be Harmed Most When Bitcoin Bubble Pops, Says US Has Biggest Crypto Lobby | 03/13/2025 |
About IShares 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 IShares or other etfs. Alpha measures the amount that position in iShares 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 IShares 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, IShares Bitcoin's short interest history, or implied volatility extrapolated from IShares Bitcoin options trading.
Build Portfolio with IShares Bitcoin
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 Bitcoin Backtesting, Portfolio Optimization, IShares Bitcoin Correlation, IShares Bitcoin Hype Analysis, IShares Bitcoin Volatility, IShares Bitcoin History and analyze IShares Bitcoin Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
IShares 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.