NASDAQ Composite Alpha and Beta Analysis

XCMP -- USA Index  

 10,564  0.00  0.00%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for NASDAQ Composite Total Return I as well as systematic risk associated with investing in NASDAQ Composite over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk. Check out Your Current Watchlist.

NASDAQ Composite Market Premiums

α503.01   β50.03
30 days against DJI