Tezos Alpha and Beta Analysis

XTZ
 Crypto
  

USD 0.99  0.01  1.02%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tezos. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tezos over a specified time horizon. Remember, high Tezos' 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.
Check out Tezos Backtesting, Portfolio Optimization, Tezos Correlation, Cryptocurrency Center, Tezos Volatility, Tezos History and analyze Tezos Performance.
  
Please note that although Tezos 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, Tezos did 0.55  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 Tezos crypto's relative risk over its benchmark. Tezos has a beta of 0.29  . Let's try to break down what Tezos's beta means in this case. As returns on the market increase, returns on owning Tezos are expected to decrease at a much lower rate. During the bear market, Tezos is likely to outperform the market.
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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.

Tezos Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tezos market risk premium is the additional return an investor will receive from holding Tezos 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 Tezos. 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 Tezos' performance over market.
α-0.55   β-0.29
90 days against DJI

Tezos Price Momentum Analysis

Tezos Market Price Analysis

Market price analysis indicators help investors to evaluate how Tezos 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 Tezos shares will generate the highest return on investment. By understating and applying Tezos crypto coin market price indicators, traders can identify Tezos position entry and exit signals to maximize returns.

Tezos Return and Market Media

The median price of Tezos for the period between Wed, Aug 31, 2022 and Tue, Nov 29, 2022 is 1.41 with a coefficient of variation of 14.84. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 1.35, and mean deviation of 0.16. The Crypto did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Tezos 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 Tezos or other cryptos. Alpha measures the amount that position in Tezos 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 Tezos 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 Tezos

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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
Check out Tezos Backtesting, Portfolio Optimization, Tezos Correlation, Cryptocurrency Center, Tezos Volatility, Tezos History and analyze Tezos Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Other Tools for Tezos Crypto Coin

When running Tezos price analysis, check to measure Tezos' coin volatility and technical momentum indicators. We have many different tools that can be utilized to determine how healthy Tezos is operating at the current time. Most of Tezos' value examination focuses on studying past and present price actions to predict the probability of Tezos' future price movements. You can analyze the coin against its peers and the financial market as a whole to determine factors that move Tezos' coin price. Additionally, you may evaluate how adding Tezos to your portfolios can decrease your overall portfolio volatility.
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