Total Etf Alpha and Beta Analysis

VTI
 Etf
  

USD 206.56  1.31  0.63%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Total Stock Market. It also helps investors analyze the systematic and unsystematic risks associated with investing in Total Stock over a specified time horizon. Remember, high Total Stock'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 Total Stock Backtesting, Portfolio Optimization, Total Stock Correlation, Total Stock Hype Analysis, Total Stock Volatility, Total Stock History and analyze Total Stock Performance.
  
Please note that although Total Stock 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, Total Stock did 0.017418  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 Total Stock Market etf's relative risk over its benchmark. Total Stock Market has a beta of 1.26  . Let's try to break down what Total'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, Total Stock 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.

Total Stock Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Total Stock market risk premium is the additional return an investor will receive from holding Total Stock 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 Total Stock. 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 Total Stock's performance over market.
α0.017418   β1.26
90 days against DJI

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

Total Stock Market Price Analysis

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

Total Stock Return and Market Media

The median price of Total Stock for the period between Wed, May 11, 2022 and Tue, Aug 9, 2022 is 197.86 with a coefficient of variation of 3.6. The daily time series for the period is distributed with a sample standard deviation of 7.11, arithmetic mean of 197.37, and mean deviation of 6.01. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Total Stock 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 Total Stock Market 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.

Total Stock Investors Sentiment

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

Build Portfolio with Total Stock

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 Total Stock Backtesting, Portfolio Optimization, Total Stock Correlation, Total Stock Hype Analysis, Total Stock Volatility, Total Stock History and analyze Total Stock Performance. Note that the Total Stock Market information on this page should be used as a complementary analysis to other Total Stock'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 Global Correlations module to find global opportunities by holding instruments from different markets.

Complementary Tools for Total Etf analysis

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