AGFIQ Etf Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGFIQ INTERNATIONAL EQUITY. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGFIQ INTERNATIONAL over a specified time horizon. Remember, high AGFIQ INTERNATIONAL'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.
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Please note that although AGFIQ INTERNATIONAL 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, AGFIQ INTERNATIONAL 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 AGFIQ INTERNATIONAL EQUITY etf's relative risk over its benchmark. AGFIQ INTERNATIONAL has a beta of 0.00  . Let's try to break down what AGFIQ's beta means in this case. The returns on DOW and AGFIQ INTERNATIONAL 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.

AGFIQ INTERNATIONAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGFIQ INTERNATIONAL market risk premium is the additional return an investor will receive from holding AGFIQ INTERNATIONAL 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 AGFIQ INTERNATIONAL. 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 AGFIQ INTERNATIONAL's performance over market.
α0.00   β0.00
90 days against DJI
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 AGFIQ INTERNATIONAL 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, AGFIQ INTERNATIONAL's short interest history, or implied volatility extrapolated from AGFIQ INTERNATIONAL options trading.

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Check out Your Equity Center. Note that the AGFIQ INTERNATIONAL information on this page should be used as a complementary analysis to other AGFIQ INTERNATIONAL'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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

Other Tools for AGFIQ Etf

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