Main International Etf Alpha and Beta Analysis
| INTL Etf | USD 23.39 0.14 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Main International ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Main International over a specified time horizon. Remember, high Main International'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 Main International's market risk premium analysis include:
Beta 0.29 | Alpha 0.0228 | Risk 0.85 | Sharpe Ratio 0.0444 | Expected Return 0.0379 |
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.
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Main International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Main International market risk premium is the additional return an investor will receive from holding Main International 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 Main International. 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 Main International's performance over market.| α | 0.02 | β | 0.29 |
Main International 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 Main International's Buy-and-hold return. Our buy-and-hold chart shows how Main International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Main International Market Price Analysis
Market price analysis indicators help investors to evaluate how Main International etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Main International shares will generate the highest return on investment. By understating and applying Main International etf market price indicators, traders can identify Main International position entry and exit signals to maximize returns.
Main International Return and Market Media
The median price of Main International for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 23.19 with a coefficient of variation of 1.93. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 23.17, and mean deviation of 0.37. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Refurbished Medical Equipment Market Focused Insights 2024-2029, with Key Vendor Profiles for GE Healthcare, Koninklijke Philips, Siemens Healthineers, SOMA TEC... | 09/26/2024 |
2 | Disposition of 1046 shares by Henze Daryl K of Main International at 51.344 subject to Rule 16b-3 | 10/01/2024 |
3 | Acquisition by Fowler John Moore of 250 shares of Main International subject to Rule 16b-3 | 10/23/2024 |
4 | Acquisition by Fowler John Moore of 500 shares of Main International at 38.75 subject to Rule 16b-3 | 11/06/2024 |
5 | Acquisition by Nguyen Xuong of 100000 shares of Main International at 45.0 subject to Rule 16b-3 | 12/04/2024 |
6 | Fidelity International launches Quality Value ETF duo - Portfolio Adviser | 12/05/2024 |
About Main International 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 Main or other etfs. Alpha measures the amount that position in Main International 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 Main International 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, Main International's short interest history, or implied volatility extrapolated from Main International options trading.
Build Portfolio with Main International
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 Main International Backtesting, Portfolio Optimization, Main International Correlation, Main International Hype Analysis, Main International Volatility, Main International History and analyze Main International Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Main International 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.