Ishares Expanded Tech Etf Alpha and Beta Analysis
| IGM Etf | USD 103.61 0.83 0.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Expanded Tech. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Expanded over a specified time horizon. Remember, high IShares Expanded'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 Expanded's market risk premium analysis include:
Beta 0.89 | Alpha 0.14 | Risk 1.09 | Sharpe Ratio 0.18 | Expected Return 0.2 |
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 Expanded Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Expanded market risk premium is the additional return an investor will receive from holding IShares Expanded 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 Expanded. 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 Expanded's performance over market.| α | 0.14 | β | 0.89 |
IShares Expanded 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 Expanded's Buy-and-hold return. Our buy-and-hold chart shows how IShares Expanded performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Expanded Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Expanded 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 Expanded shares will generate the highest return on investment. By understating and applying IShares Expanded etf market price indicators, traders can identify IShares Expanded position entry and exit signals to maximize returns.
IShares Expanded Return and Market Media
The median price of IShares Expanded for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 97.87 with a coefficient of variation of 3.96. The daily time series for the period is distributed with a sample standard deviation of 3.88, arithmetic mean of 97.87, and mean deviation of 3.05. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Shares of SoundHound AI, C3.ai, and Upstart Plummeted by More Than 70. Heres a Safer Way to Invest In Artificial Intelligence Stocks. | 10/09/2024 |
2 | Horst Graben Wealth Management LLC Buys 776 Shares of iShares Expanded Tech Sector ETF | 10/22/2024 |
3 | IGM Biosciences Announces Third Quarter 2024 Financial Results and Provides Corporate Update | 11/08/2024 |
4 | Signature Estate Investment Advisors LLC Raises Stock Position in iShares Expanded Tech Sector ETF | 11/15/2024 |
About IShares Expanded 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 Expanded Tech 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 Expanded 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 Expanded's short interest history, or implied volatility extrapolated from IShares Expanded options trading.
Build Portfolio with IShares Expanded
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Align your risk with return expectations
Check out IShares Expanded Backtesting, Portfolio Optimization, IShares Expanded Correlation, IShares Expanded Hype Analysis, IShares Expanded Volatility, IShares Expanded History and analyze IShares Expanded Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
IShares Expanded 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.