Nato Etf Alpha and Beta Analysis
| NATO Etf | 25.63 0.17 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NATO. It also helps investors analyze the systematic and unsystematic risks associated with investing in NATO over a specified time horizon. Remember, high NATO'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 NATO's market risk premium analysis include:
Beta 0.88 | Alpha (0) | Risk 1.22 | Sharpe Ratio 0.0214 | Expected Return 0.0261 |
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.
NATO |
NATO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NATO market risk premium is the additional return an investor will receive from holding NATO 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 NATO. 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 NATO's performance over market.| α | -0.0035 | β | 0.88 |
NATO 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 NATO's Buy-and-hold return. Our buy-and-hold chart shows how NATO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NATO Market Price Analysis
Market price analysis indicators help investors to evaluate how NATO etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NATO shares will generate the highest return on investment. By understating and applying NATO etf market price indicators, traders can identify NATO position entry and exit signals to maximize returns.
NATO Return and Market Media
The median price of NATO for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 26.11 with a coefficient of variation of 2.11. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 26.05, and mean deviation of 0.44. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ukraine asks NATO for membership invite next week, letter shows | 11/29/2024 |
2 | NATO Pledges Urgent Support for Ukraines Battered Infrastructure | 12/04/2024 |
3 | Zelenskiy floats idea of deploying foreign troops to Ukraine before NATO membership | 12/09/2024 |
4 | Swedish BLIXT Joins NATOs DIANA Programme - Leading Innovation in Power Technology | 12/11/2024 |
5 | NATO nations are reportedly in talks to boost defense spending amid Trumps return to power | 12/12/2024 |
6 | Douglas Murray After Syrian rebels force Assad out, the Iranian regime could be the next one to collapse | 12/13/2024 |
7 | Biden envoy Ukraines future in NATO now in Trumps hands | 12/18/2024 |
8 | Safe Pros AI-Powered Drone Based Capabilities Featured at NATO Global EOD Workshop | 12/19/2024 |
About NATO 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 NATO or other etfs. Alpha measures the amount that position in NATO 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 NATO 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, NATO's short interest history, or implied volatility extrapolated from NATO options trading.
Build Portfolio with NATO
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 NATO Backtesting, Portfolio Optimization, NATO Correlation, NATO Hype Analysis, NATO Volatility, NATO History and analyze NATO Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
NATO 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.