Sht-Term Etf Alpha and Beta Analysis

VCSH
 Etf
  

USD 77.04  0.20  0.26%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sht-Term Corp Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sht-Term Corp over a specified time horizon. Remember, high Sht-Term Corp'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.
Also, please take a look at Sht-Term Corp Backtesting, Portfolio Optimization, Sht-Term Corp Correlation, Sht-Term Corp Hype Analysis, Sht-Term Corp Volatility, Sht-Term Corp History and analyze Sht-Term Corp Performance.
  
Please note that although Sht-Term Corp 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, Sht-Term Corp did 0.006432  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 Sht-Term Corp Bond etf's relative risk over its benchmark. Sht-Term Corp Bond has a beta of 0.1  . Let's try to break down what Sht-Term's beta means in this case. As returns on the market increase, Sht-Term Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Sht-Term Corp will be expected to be smaller as well.
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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.

Sht-Term Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sht-Term Corp market risk premium is the additional return an investor will receive from holding Sht-Term Corp 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 Sht-Term Corp. 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 Sht-Term Corp's performance over market.
α-0.0064   β0.1
90 days against DJI

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

Sht-Term Corp Market Price Analysis

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

Sht-Term Corp Return and Market Media

The median price of Sht-Term Corp for the period between Mon, May 16, 2022 and Sun, Aug 14, 2022 is 76.52 with a coefficient of variation of 0.69. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 76.43, and mean deviation of 0.43. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Sht-Term Corp 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 Sht-Term Corp Bond 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.

Sht-Term Corp Investors Sentiment

The influence of Sht-Term Corp'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 Sht-Term. 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 Sht-Term Corp 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, Sht-Term Corp's short interest history, or implied volatility extrapolated from Sht-Term Corp options trading.

Build Portfolio with Sht-Term Corp

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
Also, please take a look at Sht-Term Corp Backtesting, Portfolio Optimization, Sht-Term Corp Correlation, Sht-Term Corp Hype Analysis, Sht-Term Corp Volatility, Sht-Term Corp History and analyze Sht-Term Corp Performance. Note that the Sht-Term Corp Bond information on this page should be used as a complementary analysis to other Sht-Term Corp'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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