Total Etf Alpha and Beta Analysis

VXUS
 Etf
  

USD 53.66  0.21  0.39%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Total Intl Stock. It also helps investors analyze the systematic and unsystematic risks associated with investing in Total Intl over a specified time horizon. Remember, high Total Intl'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 Intl Backtesting, Portfolio Optimization, Total Intl Correlation, Total Intl Hype Analysis, Total Intl Volatility, Total Intl History and analyze Total Intl Performance.
  
Please note that although Total Intl 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 Intl did 0.06  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 Total Intl Stock etf's relative risk over its benchmark. Total Intl Stock has a beta of 0.87  . Let's try to break down what Total's beta means in this case. Total Intl returns are very sensitive to returns on the market. As the market goes up or down, Total Intl 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.

Total Intl Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Total Intl market risk premium is the additional return an investor will receive from holding Total Intl 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 Intl. 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 Intl's performance over market.
α-0.06   β0.87
90 days against DJI

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

Total Intl Market Price Analysis

Market price analysis indicators help investors to evaluate how Total Intl 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 Intl shares will generate the highest return on investment. By understating and applying Total Intl etf market price indicators, traders can identify Total Intl position entry and exit signals to maximize returns.

Total Intl Return and Market Media

The median price of Total Intl for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 53.0 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 52.95, and mean deviation of 1.48. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
For Some Investors - ETF.com07/20/2022

About Total Intl 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 financial instruments including Total or other etfs. Alpha measures the amount that position in Total Intl Stock 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.
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 Intl 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 Intl's short interest history, or implied volatility extrapolated from Total Intl options trading.

Build Portfolio with Total Intl

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.

Build Diversified Portfolios

Align your risk with return expectations

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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 Intl Backtesting, Portfolio Optimization, Total Intl Correlation, Total Intl Hype Analysis, Total Intl Volatility, Total Intl History and analyze Total Intl Performance. Note that the Total Intl Stock information on this page should be used as a complementary analysis to other Total Intl'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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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