Chiliz Alpha and Beta Analysis

CHZ
 Crypto
  

USD 0.17  0.01  6.25%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chiliz. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chiliz over a specified time horizon. Remember, high Chiliz'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 Chiliz Backtesting, Portfolio Optimization, Chiliz Correlation, Cryptocurrency Center, Chiliz Volatility, Chiliz History and analyze Chiliz Performance.
  
Please note that although Chiliz 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., NYSE Composite index.) So in this particular case, Chiliz did 0.14  better 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 Chiliz crypto's relative risk over its benchmark. Chiliz has a beta of 0.73  . Let's try to break down what Chiliz's beta means in this case. As returns on the market increase, returns on owning Chiliz are expected to decrease at a much lower rate. During the bear market, Chiliz 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.

Chiliz Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chiliz market risk premium is the additional return an investor will receive from holding Chiliz 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 Chiliz. 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 Chiliz's performance over market.
α0.14   β-0.73
90 days against NYA

Chiliz Price Momentum Analysis

Chiliz Market Price Analysis

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

Chiliz Return and Market Media

The median price of Chiliz for the period between Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 0.21 with a coefficient of variation of 15.0. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.21, and mean deviation of 0.03. The Crypto did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Continue to Chiliz Backtesting, Portfolio Optimization, Chiliz Correlation, Cryptocurrency Center, Chiliz Volatility, Chiliz History and analyze Chiliz Performance. Note that the Chiliz information on this page should be used as a complementary analysis to other Chiliz'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Other Tools for Chiliz Crypto Coin

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