Financial Select Sector Etf Alpha and Beta Analysis
| XLF Etf | USD 48.52 1.10 2.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Financial Select Sector. It also helps investors analyze the systematic and unsystematic risks associated with investing in Financial Select over a specified time horizon. Remember, high Financial Select'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 Financial Select's market risk premium analysis include:
Beta 0.88 | Alpha 0.0341 | Risk 1.13 | Sharpe Ratio (0.02) | Expected Return (0.02) |
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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Financial Select Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Financial Select market risk premium is the additional return an investor will receive from holding Financial Select 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 Financial Select. 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 Financial Select's performance over market.| α | 0.03 | β | 0.88 |
Financial Select 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 Financial Select's Buy-and-hold return. Our buy-and-hold chart shows how Financial Select performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Financial Select Market Price Analysis
Market price analysis indicators help investors to evaluate how Financial Select etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Financial Select shares will generate the highest return on investment. By understating and applying Financial Select etf market price indicators, traders can identify Financial Select position entry and exit signals to maximize returns.
Financial Select Return and Market Media
The median price of Financial Select for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 50.19 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 1.49, arithmetic mean of 49.93, and mean deviation of 1.31. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Most and least shorted SP 500 financial stocks in December | 01/13/2025 |
2 | Notable ETF Inflow Detected - XLF, MMC, PYPL, ICE - Nasdaq | 01/28/2025 |
3 | Big Banks Hit Fresh Record Highs Goldman Sachs Sees More Upside In 2025 | 01/29/2025 |
4 | 17 of 18 financial stocks post earnings beats - Earnings Scorecard | 01/31/2025 |
5 | Upstart Gears Up to Report Q4 Earnings Buy, Sell or Hold the Stock | 02/06/2025 |
6 | Rate-Sensitive Sectors Rip Higher | 02/10/2025 |
7 | After a Huge 2024, 6 Reasons XLF and Financial ETFs Could Keep Soaring - AOL | 02/12/2025 |
8 | Bank of America says the SP 500, expensive by nearly every metric, still has one way to move higher | 02/20/2025 |
9 | Leading And Lagging Sectors For February 27, 2025 | 02/27/2025 |
10 | Whats Going On With Bank Of America Shares | 03/05/2025 |
11 | Leading And Lagging Sectors For March 12, 2025 | 03/12/2025 |
About Financial Select 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 Financial or other etfs. Alpha measures the amount that position in Financial Select Sector 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 Financial Select 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, Financial Select's short interest history, or implied volatility extrapolated from Financial Select options trading.
Build Portfolio with Financial Select
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Check out Financial Select Backtesting, Portfolio Optimization, Financial Select Correlation, Financial Select Hype Analysis, Financial Select Volatility, Financial Select History and analyze Financial Select Performance. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Financial Select 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.