EAFE Small-Cap Etf Alpha and Beta Analysis

SCZ
 Etf
  

USD 59.14  0.42  0.71%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EAFE Small-Cap Ishares. It also helps investors analyze the systematic and unsystematic risks associated with investing in EAFE Small-Cap over a specified time horizon. Remember, high EAFE Small-Cap'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.
Additionally, take a look at EAFE Small-Cap Backtesting, Portfolio Optimization, EAFE Small-Cap Correlation, EAFE Small-Cap Hype Analysis, EAFE Small-Cap Volatility, EAFE Small-Cap History and analyze EAFE Small-Cap Performance.
  
Please note that although EAFE Small-Cap 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, EAFE Small-Cap did 0.001816  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 EAFE Small-Cap Ishares etf's relative risk over its benchmark. EAFE Small-Cap Ishares has a beta of 0.94  . Let's try to break down what EAFE Small-Cap's beta means in this case. EAFE Small-Cap returns are very sensitive to returns on the market. As the market goes up or down, EAFE Small-Cap 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.

EAFE Small-Cap Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EAFE Small-Cap market risk premium is the additional return an investor will receive from holding EAFE Small-Cap 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 EAFE Small-Cap. 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 EAFE Small-Cap's performance over market.
α0.001816   β0.94
90 days against DJI

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

EAFE Small-Cap Market Price Analysis

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

EAFE Small-Cap Return and Market Media

The median price of EAFE Small-Cap for the period between Mon, May 16, 2022 and Sun, Aug 14, 2022 is 56.92 with a coefficient of variation of 4.22. The daily time series for the period is distributed with a sample standard deviation of 2.4, arithmetic mean of 56.91, and mean deviation of 2.08. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About EAFE Small-Cap 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 EAFE Small-Cap Ishares 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.

EAFE Small-Cap Investors Sentiment

The influence of EAFE Small-Cap'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 EAFE Small-Cap. 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 EAFE Small-Cap 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, EAFE Small-Cap's short interest history, or implied volatility extrapolated from EAFE Small-Cap options trading.

Build Portfolio with EAFE Small-Cap

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
Additionally, take a look at EAFE Small-Cap Backtesting, Portfolio Optimization, EAFE Small-Cap Correlation, EAFE Small-Cap Hype Analysis, EAFE Small-Cap Volatility, EAFE Small-Cap History and analyze EAFE Small-Cap Performance. Note that the EAFE Small-Cap Ishares information on this page should be used as a complementary analysis to other EAFE Small-Cap'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 CEO Directory module to screen CEOs from public companies around the world.

Complementary Tools for EAFE Small-Cap Etf analysis

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