Ishares Expanded Tech Software Etf Alpha and Beta Analysis
| IGV Etf | USD 103.31 0.79 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Expanded Tech Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Expanded over a specified time horizon. Remember, high IShares Expanded'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 IShares Expanded's market risk premium analysis include:
Beta 1.15 | Alpha 0.16 | Risk 1.22 | Sharpe Ratio 0.24 | Expected Return 0.29 |
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.
IShares |
IShares Expanded Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Expanded market risk premium is the additional return an investor will receive from holding IShares Expanded 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 IShares Expanded. 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 IShares Expanded's performance over market.| α | 0.16 | β | 1.15 |
IShares Expanded 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 IShares Expanded's Buy-and-hold return. Our buy-and-hold chart shows how IShares Expanded performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Expanded Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Expanded etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares Expanded shares will generate the highest return on investment. By understating and applying IShares Expanded etf market price indicators, traders can identify IShares Expanded position entry and exit signals to maximize returns.
IShares Expanded Return and Market Media
The median price of IShares Expanded for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 89.9 with a coefficient of variation of 6.1. The daily time series for the period is distributed with a sample standard deviation of 5.57, arithmetic mean of 91.3, and mean deviation of 4.26. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Whats Going On With Salesforce Stock Today | 09/04/2024 |
2 | Oracles AI-Driven Partnerships Post Q1 Earnings Beat Details | 09/10/2024 |
3 | Should You Invest in the SPDR SP Software Services ETF | 09/26/2024 |
4 | Oracle Bets Big Plans Over 6.5B Cloud Expansion In Malaysia To Fuel AI Innovation | 10/02/2024 |
5 | iShares Expanded Tech-Software Sector ETF Reaches New 1-Year Low Time to Sell | 10/17/2024 |
6 | The Zacks Analyst Blog Highlights C3.ai, Microsoft, iShares Expanded Tech-Software Sector ETF and SPDR SP Software Services ETF | 10/25/2024 |
7 | iShares Expanded Tech-Software Sector ETF is Hanseatic Management Services Inc.s 10th Largest Position | 11/07/2024 |
8 | Time to Buy These Up-and-Coming Software Firms | 11/18/2024 |
About IShares Expanded 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 IShares or other etfs. Alpha measures the amount that position in iShares Expanded Tech 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 IShares Expanded 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, IShares Expanded's short interest history, or implied volatility extrapolated from IShares Expanded options trading.
Build Portfolio with IShares Expanded
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
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Check out IShares Expanded Backtesting, Portfolio Optimization, IShares Expanded Correlation, IShares Expanded Hype Analysis, IShares Expanded Volatility, IShares Expanded History and analyze IShares Expanded Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
IShares Expanded 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.