Ether Fund Alpha and Beta Analysis
| QETH-U Etf | 51.99 0.37 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ether Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ether Fund over a specified time horizon. Remember, high Ether Fund'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 Ether Fund's market risk premium analysis include:
Beta 0.23 | Alpha 0.86 | Risk 12.57 | Sharpe Ratio 0.093 | Expected Return 1.17 |
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.
Ether |
Ether Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ether Fund market risk premium is the additional return an investor will receive from holding Ether Fund 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 Ether Fund. 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 Ether Fund's performance over market.| α | 0.86 | β | 0.23 |
Ether Fund Return and Market Media
The median price of Ether Fund for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 47.51 with a coefficient of variation of 17.43. The daily time series for the period is distributed with a sample standard deviation of 8.2, arithmetic mean of 47.04, and mean deviation of 7.3. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3iQ Leads Institutional Investors to Think Beyond Bitcoin and Expand Their Digital Asset Exposure - Business Wire | 10/24/2024 |
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 Ether Fund 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, Ether Fund's short interest history, or implied volatility extrapolated from Ether Fund options trading.