Long Term Etf Alpha and Beta Analysis

BLV
 Etf
  

USD 79.87  1.25  1.54%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Long Term Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Long Term over a specified time horizon. Remember, high Long Term'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.
Continue to Long Term Backtesting, Portfolio Optimization, Long Term Correlation, Long Term Hype Analysis, Long Term Volatility, Long Term History and analyze Long Term Performance.
  
Please note that although Long Term 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, Long Term did 0.002587  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 Long Term Bond etf's relative risk over its benchmark. Long Term Bond has a beta of 0.14  . Let's try to break down what Long Term's beta means in this case. As returns on the market increase, Long Term returns are expected to increase less than the market. However, during the bear market, the loss on holding Long Term will be expected to be smaller as well.
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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.

Long Term Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Long Term market risk premium is the additional return an investor will receive from holding Long Term 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 Long Term. 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 Long Term's performance over market.
α-0.0026   β0.14
90 days against DJI

Long Term 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 Long Term's Buy-and-hold return. Our buy-and-hold chart shows how Long Term performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Long Term Market Price Analysis

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

Long Term Return and Market Media

The median price of Long Term for the period between Sat, May 21, 2022 and Fri, Aug 19, 2022 is 80.66 with a coefficient of variation of 2.12. The daily time series for the period is distributed with a sample standard deviation of 1.71, arithmetic mean of 80.59, and mean deviation of 1.39. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  

About Long Term 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 Long Term or other etfs. Alpha measures the amount that position in Long Term Bond 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 Long Term 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, Long Term's short interest history, or implied volatility extrapolated from Long Term options trading.

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Continue to Long Term Backtesting, Portfolio Optimization, Long Term Correlation, Long Term Hype Analysis, Long Term Volatility, Long Term History and analyze Long Term Performance. Note that the Long Term Bond information on this page should be used as a complementary analysis to other Long Term's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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Long Term 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.
A focus of Long Term technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Long Term trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...