Breakwave Dry Bulk Etf Alpha and Beta Analysis
| BDRY Etf | USD 6.65 0.15 2.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Breakwave Dry Bulk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Breakwave Dry over a specified time horizon. Remember, high Breakwave Dry'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 Breakwave Dry's market risk premium analysis include:
Beta (0.04) | Alpha (0.68) | Risk 2.8 | Sharpe Ratio (0.24) | Expected Return (0.67) |
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.
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Breakwave Dry Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Breakwave Dry market risk premium is the additional return an investor will receive from holding Breakwave Dry 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 Breakwave Dry. 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 Breakwave Dry's performance over market.| α | -0.68 | β | -0.04 |
Breakwave Dry 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 Breakwave Dry's Buy-and-hold return. Our buy-and-hold chart shows how Breakwave Dry performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Breakwave Dry Market Price Analysis
Market price analysis indicators help investors to evaluate how Breakwave Dry etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Breakwave Dry shares will generate the highest return on investment. By understating and applying Breakwave Dry etf market price indicators, traders can identify Breakwave Dry position entry and exit signals to maximize returns.
Breakwave Dry Return and Market Media
The median price of Breakwave Dry for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 9.04 with a coefficient of variation of 15.0. The daily time series for the period is distributed with a sample standard deviation of 1.37, arithmetic mean of 9.11, and mean deviation of 1.28. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Breakwave Dry Bulk Shipping ETF Stock Price Down 8.2 percent Heres What Happened | 11/29/2024 |
About Breakwave Dry 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 Breakwave or other etfs. Alpha measures the amount that position in Breakwave Dry Bulk 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 Breakwave Dry 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, Breakwave Dry's short interest history, or implied volatility extrapolated from Breakwave Dry options trading.
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Align your risk with return expectations
Check out Breakwave Dry Backtesting, Portfolio Optimization, Breakwave Dry Correlation, Breakwave Dry Hype Analysis, Breakwave Dry Volatility, Breakwave Dry History and analyze Breakwave Dry Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Breakwave Dry 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.