Bitcoin SV Alpha and Beta Analysis


USD 48.34  1.11  2.24%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bitcoin SV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bitcoin SV over a specified time horizon. Remember, high Bitcoin SV'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.
Continue to Bitcoin SV Backtesting, Portfolio Optimization, Bitcoin SV Correlation, Cryptocurrency Center, Bitcoin SV Volatility, Bitcoin SV History and analyze Bitcoin SV Performance.
Please note that although Bitcoin SV 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, Bitcoin SV did 0.07  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 Bitcoin SV crypto's relative risk over its benchmark. Bitcoin SV has a beta of 0.44  . Let's try to break down what Bitcoin's beta means in this case. As returns on the market increase, Bitcoin SV returns are expected to increase less than the market. However, during the bear market, the loss on holding Bitcoin SV will be expected to be smaller as well.
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.

Bitcoin SV Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bitcoin SV market risk premium is the additional return an investor will receive from holding Bitcoin SV 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 Bitcoin SV. 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 Bitcoin SV's performance over market.
α-0.07   β0.44
90 days against DJI

Bitcoin SV Price Momentum Analysis

Bitcoin SV Market Price Analysis

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

Bitcoin SV Return and Market Media

The median price of Bitcoin SV for the period between Thu, Jul 7, 2022 and Wed, Oct 5, 2022 is 54.29 with a coefficient of variation of 8.44. The daily time series for the period is distributed with a sample standard deviation of 4.64, arithmetic mean of 54.95, and mean deviation of 3.89. The Crypto did not receive any noticable media coverage during the period.
 Price Growth (%)  

About Bitcoin SV 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 Bitcoin or other cryptos. Alpha measures the amount that position in Bitcoin SV 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 cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bitcoin SV in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.

Build Portfolio with Bitcoin SV

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Continue to Bitcoin SV Backtesting, Portfolio Optimization, Bitcoin SV Correlation, Cryptocurrency Center, Bitcoin SV Volatility, Bitcoin SV History and analyze Bitcoin SV Performance. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Other Tools for Bitcoin Crypto Coin

When running Bitcoin SV price analysis, check to measure Bitcoin SV's coin volatility and technical momentum indicators. We have many different tools that can be utilized to determine how healthy Bitcoin SV is operating at the current time. Most of Bitcoin SV's value examination focuses on studying past and present price actions to predict the probability of Bitcoin SV's future price movements. You can analyze the coin against its peers and the financial market as a whole to determine factors that move Bitcoin SV's coin price. Additionally, you may evaluate how adding Bitcoin SV to your portfolios can decrease your overall portfolio volatility.
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