DJIAP Index Alpha and Beta Analysis

DJIAP
 Index
  

 1,976  13.38  0.67%   

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

Dow Jones Market Premiums

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

Dow Jones Fundamentals

Dow Jones Market Price Analysis

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

Dow Jones Return and Market Media

The median price of Dow Jones for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 1903.25 with a coefficient of variation of 5.89. The daily time series for the period is distributed with a sample standard deviation of 112.29, arithmetic mean of 1907.5, and mean deviation of 101.23. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
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About Dow Jones 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 DJIAP or other indexs. Alpha measures the amount that position in Dow Jones Islamic 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 Dow Jones 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, Dow Jones' short interest history, or implied volatility extrapolated from Dow Jones options trading.

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Check out Dow Jones Backtesting, Portfolio Optimization, Dow Jones Correlation, Dow Jones Hype Analysis, Dow Jones Volatility, Dow Jones History and analyze Dow Jones Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Other Tools for DJIAP Index

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