Manager Directed Portfolios Etf Alpha and Beta Analysis
| TOAK Etf | USD 27.05 0.03 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Manager Directed Portfolios. It also helps investors analyze the systematic and unsystematic risks associated with investing in Manager Directed over a specified time horizon. Remember, high Manager Directed'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. Key technical indicators related to Manager Directed's market risk premium analysis include:
Beta 0.0109 | Alpha 0.004917 | Risk 0.0325 | Sharpe Ratio 0.5 | Expected Return 0.0164 |
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.
Manager |
Manager Directed Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Manager Directed market risk premium is the additional return an investor will receive from holding Manager Directed 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 Manager Directed. 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 Manager Directed's performance over market.| α | 0 | β | 0.01 |
Manager Directed 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 Manager Directed's Buy-and-hold return. Our buy-and-hold chart shows how Manager Directed performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Manager Directed Market Price Analysis
Market price analysis indicators help investors to evaluate how Manager Directed etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Manager Directed shares will generate the highest return on investment. By understating and applying Manager Directed etf market price indicators, traders can identify Manager Directed position entry and exit signals to maximize returns.
Manager Directed Return and Market Media
The median price of Manager Directed for the period between Tue, Aug 13, 2024 and Mon, Nov 11, 2024 is 26.96 with a coefficient of variation of 0.28. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 26.94, and mean deviation of 0.07. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | New Twin Oak Option ETF Seeks Capital Appreciation - ETF Trends | 08/20/2024 |
2 | ETF Industry KPI 8262024 - ETFdb.com | 08/29/2024 |
3 | TOAK Adds Functional Energy Line Torch to Product Suite | 10/03/2024 |
4 | TOAK Adds Functional Hydration Line Oasis to Product Suite | 10/08/2024 |
About Manager Directed 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 Manager or other etfs. Alpha measures the amount that position in Manager Directed Por 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 Manager Directed 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, Manager Directed's short interest history, or implied volatility extrapolated from Manager Directed options trading.
Build Portfolio with Manager Directed
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
Check out Manager Directed Backtesting, Portfolio Optimization, Manager Directed Correlation, Manager Directed Hype Analysis, Manager Directed Volatility, Manager Directed History and analyze Manager Directed Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Manager Directed 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.