Ft Vest Equity Etf Alpha and Beta Analysis
| XIMR Etf | 31.07 0.01 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FT Vest Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in FT Vest over a specified time horizon. Remember, high FT Vest'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 FT Vest's market risk premium analysis include:
Beta 0.0621 | Alpha 0.0105 | Risk 0.0881 | Sharpe Ratio 0.27 | Expected Return 0.0235 |
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.
XIMR |
FT Vest Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FT Vest market risk premium is the additional return an investor will receive from holding FT Vest 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 FT Vest. 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 FT Vest's performance over market.| α | 0.01 | β | 0.06 |
FT Vest 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 FT Vest's Buy-and-hold return. Our buy-and-hold chart shows how FT Vest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FT Vest Market Price Analysis
Market price analysis indicators help investors to evaluate how FT Vest etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FT Vest shares will generate the highest return on investment. By understating and applying FT Vest etf market price indicators, traders can identify FT Vest position entry and exit signals to maximize returns.
FT Vest Return and Market Media
The median price of FT Vest for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 30.82 with a coefficient of variation of 0.51. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 30.82, and mean deviation of 0.14. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Investment Analysis - Stock Traders Daily | 09/26/2024 |
2 | Proactive Strategies - Stock Traders Daily | 11/07/2024 |
3 | Trading Signals - Stock Traders Daily | 12/09/2024 |
About FT Vest 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 XIMR or other etfs. Alpha measures the amount that position in FT Vest Equity 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 FT Vest 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, FT Vest's short interest history, or implied volatility extrapolated from FT Vest options trading.
Build Portfolio with FT Vest
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 FT Vest Backtesting, Portfolio Optimization, FT Vest Correlation, FT Vest Hype Analysis, FT Vest Volatility, FT Vest History and analyze FT Vest Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
FT Vest 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.