IQ Hedge Etf Alpha and Beta Analysis

QAI
 Etf
  

USD 28.79  0.10  0.35%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IQ Hedge Multi-Strategy. It also helps investors analyze the systematic and unsystematic risks associated with investing in IQ Hedge over a specified time horizon. Remember, high IQ Hedge'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 see IQ Hedge Backtesting, Portfolio Optimization, IQ Hedge Correlation, IQ Hedge Hype Analysis, IQ Hedge Volatility, IQ Hedge History and analyze IQ Hedge Performance.
  
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Please note that although IQ Hedge 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, IQ Hedge did 0.05  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 IQ Hedge Multi-Strategy etf's relative risk over its benchmark. IQ Hedge Multi-Strategy has a beta of 0.34  . Let's try to break down what IQ Hedge's beta means in this case. As returns on the market increase, IQ Hedge returns are expected to increase less than the market. However, during the bear market, the loss on holding IQ Hedge 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.

IQ Hedge Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IQ Hedge market risk premium is the additional return an investor will receive from holding IQ Hedge 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 IQ Hedge. 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 IQ Hedge's performance over market.
α-0.05   β0.34
90 days against DJI

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

IQ Hedge Market Price Analysis

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

IQ Hedge Return and Market Media

The median price of IQ Hedge for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 29.67 with a coefficient of variation of 2.5. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 29.65, and mean deviation of 0.61. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About IQ Hedge 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in IQ Hedge Multi-Strategy 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.

IQ Hedge Investors Sentiment

The influence of IQ Hedge's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in IQ Hedge. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 IQ Hedge 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, IQ Hedge's short interest history, or implied volatility extrapolated from IQ Hedge options trading.

Current Sentiment - QAI

IQ Hedge Multi-Strategy Investor Sentiment

Greater number of Macroaxis users are at this time bullish on IQ Hedge Multi-Strategy. What is your judgment towards investing in IQ Hedge Multi-Strategy? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Build Portfolio with IQ Hedge

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.

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Align your risk with return expectations

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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
Please see IQ Hedge Backtesting, Portfolio Optimization, IQ Hedge Correlation, IQ Hedge Hype Analysis, IQ Hedge Volatility, IQ Hedge History and analyze IQ Hedge Performance. Note that the IQ Hedge Multi-Strategy information on this page should be used as a complementary analysis to other IQ Hedge'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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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When running IQ Hedge Multi-Strategy price analysis, check to measure IQ Hedge's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy IQ Hedge is operating at the current time. Most of IQ Hedge's value examination focuses on studying past and present price action to predict the probability of IQ Hedge's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move IQ Hedge's price. Additionally, you may evaluate how the addition of IQ Hedge to your portfolios can decrease your overall portfolio volatility.
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IQ Hedge 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, stock market cycles, or different charting patterns.
A focus of IQ Hedge technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of IQ Hedge 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...