Nasdaq Index Alpha and Beta Analysis

IXIC -  USA Index  

 11,608  375.43  3.34%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Nasdaq. It also helps investors analyze the systematic and unsystematic risks associated with investing in Nasdaq over a specified time horizon. Remember, high Nasdaq'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.
Check out Nasdaq Backtesting, Portfolio Optimization, Nasdaq Correlation, Nasdaq Hype Analysis, Nasdaq Volatility, Nasdaq History and analyze Nasdaq Performance.
  
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Please note that although Nasdaq 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, Nasdaq did 0.00  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 Nasdaq index's relative risk over its benchmark. Nasdaq has a beta of 0.00  . Let's try to break down what Nasdaq's beta means in this case. The returns on DOW and Nasdaq are completely uncorrelated.
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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.

Nasdaq Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Nasdaq market risk premium is the additional return an investor will receive from holding Nasdaq 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 Nasdaq. 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 Nasdaq's performance over market.
α0.00   β0.00
90 days against DJI

Nasdaq Fundamentals

Nasdaq Market Price Analysis

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

Nasdaq Return and Market Media

The median price of Nasdaq for the period between Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 12278.3 with a coefficient of variation of 9.62. The daily time series for the period is distributed with a sample standard deviation of 1205.23, arithmetic mean of 12529.65, and mean deviation of 1018.38. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Nasdaq 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 Nasdaq 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.

Nasdaq Investors Sentiment

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

Current Sentiment - IXIC

Nasdaq Investor Sentiment

Most of Macroaxis investors are at this time bullish on Nasdaq. What is your trading attitude regarding investing in USA companies? Are you bullish or bearish on Nasdaq?
Bullish
Bearish
98% Bullish
2% Bearish

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Check out Nasdaq Backtesting, Portfolio Optimization, Nasdaq Correlation, Nasdaq Hype Analysis, Nasdaq Volatility, Nasdaq History and analyze Nasdaq Performance. Note that the Nasdaq information on this page should be used as a complementary analysis to other Nasdaq'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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Other Tools for Nasdaq Index

When running Nasdaq price analysis, check to measure Nasdaq'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 Nasdaq is operating at the current time. Most of Nasdaq's value examination focuses on studying past and present price action to predict the probability of Nasdaq's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nasdaq's price. Additionally, you may evaluate how the addition of Nasdaq to your portfolios can decrease your overall portfolio volatility.
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