Unusual Whales Subversive Etf Alpha and Beta Analysis
| KRUZ Etf | 31.52 0.56 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Unusual Whales Subversive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Unusual Whales over a specified time horizon. Remember, high Unusual Whales' 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 Unusual Whales' market risk premium analysis include:
Beta 0.12 | Alpha 0.0292 | Risk 0.84 | Sharpe Ratio 0.0112 | Expected Return 0.0094 |
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.
Unusual |
Unusual Whales Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Unusual Whales market risk premium is the additional return an investor will receive from holding Unusual Whales 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 Unusual Whales. 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 Unusual Whales' performance over market.| α | 0.03 | β | 0.12 |
Unusual Whales 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 Unusual Whales' Buy-and-hold return. Our buy-and-hold chart shows how Unusual Whales performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Unusual Whales Market Price Analysis
Market price analysis indicators help investors to evaluate how Unusual Whales etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Unusual Whales shares will generate the highest return on investment. By understating and applying Unusual Whales etf market price indicators, traders can identify Unusual Whales position entry and exit signals to maximize returns.
Unusual Whales Return and Market Media
The median price of Unusual Whales for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 32.08 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 32.2, and mean deviation of 0.65. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Biden Backs Congressional Stock Trading Ban Inside Track To Wealth | 12/17/2024 |
About Unusual Whales 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 Unusual or other etfs. Alpha measures the amount that position in Unusual Whales Subversive 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 Unusual Whales 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, Unusual Whales' short interest history, or implied volatility extrapolated from Unusual Whales options trading.
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Align your risk with return expectations
Check out Unusual Whales Backtesting, Portfolio Optimization, Unusual Whales Correlation, Unusual Whales Hype Analysis, Unusual Whales Volatility, Unusual Whales History and analyze Unusual Whales Performance. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Unusual Whales 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.