Wbi Power Factor Etf Alpha and Beta Analysis
| WBIY Etf | USD 29.07 0.13 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WBI Power Factor. It also helps investors analyze the systematic and unsystematic risks associated with investing in WBI Power over a specified time horizon. Remember, high WBI Power'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 WBI Power's market risk premium analysis include:
Beta 0.26 | Alpha (0.03) | Risk 1.07 | Sharpe Ratio (0.05) | Expected Return (0.06) |
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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WBI Power Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WBI Power market risk premium is the additional return an investor will receive from holding WBI Power 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 WBI Power. 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 WBI Power's performance over market.| α | -0.03 | β | 0.26 |
WBI Power 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 WBI Power's Buy-and-hold return. Our buy-and-hold chart shows how WBI Power performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.WBI Power Market Price Analysis
Market price analysis indicators help investors to evaluate how WBI Power etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WBI Power shares will generate the highest return on investment. By understating and applying WBI Power etf market price indicators, traders can identify WBI Power position entry and exit signals to maximize returns.
WBI Power Return and Market Media
The median price of WBI Power for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 29.99 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 29.98, and mean deviation of 0.41. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About WBI Power 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 WBI or other etfs. Alpha measures the amount that position in WBI Power Factor 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 WBI Power 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, WBI Power's short interest history, or implied volatility extrapolated from WBI Power options trading.
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Align your risk with return expectations
Check out WBI Power Backtesting, Portfolio Optimization, WBI Power Correlation, WBI Power Hype Analysis, WBI Power Volatility, WBI Power History and analyze WBI Power Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
WBI Power 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.