Arweave Alpha and Beta Analysis

AR
 Crypto
  

USD 9.09  0.21  2.26%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arweave. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arweave over a specified time horizon. Remember, high Arweave'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.
Please continue to Arweave Backtesting, Portfolio Optimization, Arweave Correlation, Cryptocurrency Center, Arweave Volatility, Arweave History and analyze Arweave Performance.
  
Please note that although Arweave alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Arweave did 0.39  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Arweave crypto's relative risk over its benchmark. Arweave has a beta of 0.31  . Let's try to break down what Arweave's beta means in this case. As returns on the market increase, Arweave returns are expected to increase less than the market. However, during the bear market, the loss on holding Arweave will be expected to be smaller as well.
.
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.

Arweave Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arweave market risk premium is the additional return an investor will receive from holding Arweave 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 Arweave. 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 Arweave's performance over market.
α-0.39   β0.31
90 days against DJI

Arweave Price Momentum Analysis

Arweave Market Price Analysis

Market price analysis indicators help investors to evaluate how Arweave crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arweave shares will generate the highest return on investment. By understating and applying Arweave crypto coin market price indicators, traders can identify Arweave position entry and exit signals to maximize returns.

Arweave Return and Market Media

The median price of Arweave for the period between Tue, Nov 10, 2020 and Sat, Oct 1, 2022 is 28.9 with a coefficient of variation of 62.65. The daily time series for the period is distributed with a sample standard deviation of 18.77, arithmetic mean of 29.96, and mean deviation of 15.63. The Crypto received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Australian regulator provides guidance for crypto-asset prod...10/28/2021
2
Biden to sign crypto order as industry faces pressure - Al J...03/07/2022
3
Crypto Funds From Ronin Breach Moved to Tornado Cash - Bloom...04/04/2022
4
Why are crypto markets crashing What about luna We explain -...05/12/2022
5
How North Korea Used Crypto to Hack Its Way Through the Pand...06/30/2022
6
Crypto criminals laundered 540 million by using a service ca...08/10/2022

About Arweave 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 Arweave or other cryptos. Alpha measures the amount that position in Arweave 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 cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arweave in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.

Build Portfolio with Arweave

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to Arweave Backtesting, Portfolio Optimization, Arweave Correlation, Cryptocurrency Center, Arweave Volatility, Arweave History and analyze Arweave Performance. You can also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Other Tools for Arweave Crypto Coin

When running Arweave price analysis, check to measure Arweave's coin volatility and technical momentum indicators. We have many different tools that can be utilized to determine how healthy Arweave is operating at the current time. Most of Arweave's value examination focuses on studying past and present price actions to predict the probability of Arweave's future price movements. You can analyze the coin against its peers and the financial market as a whole to determine factors that move Arweave's coin price. Additionally, you may evaluate how adding Arweave to your portfolios can decrease your overall portfolio volatility.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go