Audius Alpha and Beta Analysis

AUDIO
  

USD 0.37  0.02  5.71%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Audius. It also helps investors analyze the systematic and unsystematic risks associated with investing in Audius over a specified time horizon. Remember, high Audius' 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 continue to Audius Backtesting, Portfolio Optimization, Audius Correlation, Bitcoin Browser, Audius Volatility, Audius History and analyze Audius Performance.
  
Please note that although Audius 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, Audius did 0.71  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 Audius crypto's relative risk over its benchmark. Audius has a beta of 1.05  . Let's try to break down what Audius's beta means in this case. Audius returns are very sensitive to returns on the market. As the market goes up or down, Audius is expected to follow.
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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.

Audius Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Audius market risk premium is the additional return an investor will receive from holding Audius 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 Audius. 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 Audius' performance over market.
α-0.71   β1.05
90 days against DJI

Audius Price Momentum Analysis

Audius Market Price Analysis

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

Audius Return and Market Media

The median price of Audius for the period between Mon, May 9, 2022 and Sun, Aug 7, 2022 is 0.37 with a coefficient of variation of 22.62. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.39, and mean deviation of 0.05. The Crypto received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Regulators sue Winklevoss crypto firm over futures contracts...06/02/2022
2
Tether The Coin That Could Wreck Crypto - The New York Times06/17/2022
3
Zipmex becomes latest crypto exchange to block withdrawals -...07/21/2022

About Audius 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 Audius 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.

Audius Investors Sentiment

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

Build Portfolio with Audius

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
Please continue to Audius Backtesting, Portfolio Optimization, Audius Correlation, Bitcoin Browser, Audius Volatility, Audius History and analyze Audius Performance. Note that the Audius information on this page should be used as a complementary analysis to other Audius' 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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Other Tools for Audius Crypto Coin

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