SP 500 Etf Alpha and Beta Analysis

SPLV
 Etf
  

USD 66.26  0.90  1.38%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SP 500 Low. It also helps investors analyze the systematic and unsystematic risks associated with investing in SP 500 over a specified time horizon. Remember, high SP 500'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.
Additionally, take a look at SP 500 Backtesting, Portfolio Optimization, SP 500 Correlation, SP 500 Hype Analysis, SP 500 Volatility, SP 500 History and analyze SP 500 Performance.
  
Please note that although SP 500 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, SP 500 did 0.01536  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 SP 500 Low etf's relative risk over its benchmark. SP 500 Low has a beta of 0.11  . Let's try to break down what SP 500's beta means in this case. As returns on the market increase, SP 500 returns are expected to increase less than the market. However, during the bear market, the loss on holding SP 500 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.

SP 500 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SP 500 market risk premium is the additional return an investor will receive from holding SP 500 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 SP 500. 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 SP 500's performance over market.
α0.01536   β0.11
90 days against DJI

SP 500 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 SP 500's Buy-and-hold return. Our buy-and-hold chart shows how SP 500 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

SP 500 Market Price Analysis

Market price analysis indicators help investors to evaluate how SP 500 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP 500 shares will generate the highest return on investment. By understating and applying SP 500 etf market price indicators, traders can identify SP 500 position entry and exit signals to maximize returns.

SP 500 Return and Market Media

The median price of SP 500 for the period between Sat, May 14, 2022 and Fri, Aug 12, 2022 is 62.71 with a coefficient of variation of 2.75. The daily time series for the period is distributed with a sample standard deviation of 1.72, arithmetic mean of 62.73, and mean deviation of 1.43. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About SP 500 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 SP 500 Low 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.

SP 500 Investors Sentiment

The influence of SP 500'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 SP 500. 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 SP 500 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, SP 500's short interest history, or implied volatility extrapolated from SP 500 options trading.

Build Portfolio with SP 500

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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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
Additionally, take a look at SP 500 Backtesting, Portfolio Optimization, SP 500 Correlation, SP 500 Hype Analysis, SP 500 Volatility, SP 500 History and analyze SP 500 Performance. Note that the SP 500 Low information on this page should be used as a complementary analysis to other SP 500'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for SP 500 Etf analysis

When running SP 500 Low price analysis, check to measure SP 500'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 SP 500 is operating at the current time. Most of SP 500's value examination focuses on studying past and present price action to predict the probability of SP 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SP 500's price. Additionally, you may evaluate how the addition of SP 500 to your portfolios can decrease your overall portfolio volatility.
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SP 500 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 SP 500 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SP 500 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...