Wahed Etf Alpha and Beta Analysis

HLAL
 Etf
  

USD 35.39  0.24  0.68%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wahed FTSE USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wahed FTSE over a specified time horizon. Remember, high Wahed FTSE'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.
Please check Wahed FTSE Backtesting, Portfolio Optimization, Wahed FTSE Correlation, Wahed FTSE Hype Analysis, Wahed FTSE Volatility, Wahed FTSE History and analyze Wahed FTSE Performance.
  
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Please note that although Wahed FTSE 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, Wahed FTSE did 0.034041  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 Wahed FTSE USA etf's relative risk over its benchmark. Wahed FTSE USA has a beta of 1.23  . Let's try to break down what Wahed's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Wahed FTSE will likely underperform.
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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.

Wahed FTSE Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wahed FTSE market risk premium is the additional return an investor will receive from holding Wahed FTSE 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 Wahed FTSE. 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 Wahed FTSE's performance over market.
α-0.03   β1.23
90 days against DJI

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

Wahed FTSE Market Price Analysis

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

Wahed FTSE Return and Market Media

The median price of Wahed FTSE for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 38.48 with a coefficient of variation of 5.86. The daily time series for the period is distributed with a sample standard deviation of 2.24, arithmetic mean of 38.26, and mean deviation of 1.86. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Wahed FTSE 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 Wahed FTSE USA 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.

Wahed FTSE Investors Sentiment

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

Current Sentiment - HLAL

Wahed FTSE USA Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Wahed FTSE USA. What is your outlook on investing in Wahed FTSE USA? Are you bullish or bearish?
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Build Portfolio with Wahed FTSE

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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 check Wahed FTSE Backtesting, Portfolio Optimization, Wahed FTSE Correlation, Wahed FTSE Hype Analysis, Wahed FTSE Volatility, Wahed FTSE History and analyze Wahed FTSE Performance. Note that the Wahed FTSE USA information on this page should be used as a complementary analysis to other Wahed FTSE'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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for Wahed Etf analysis

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