Us Global Sea Etf Alpha and Beta Analysis
| SEA Etf | USD 15.60 0.06 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as US Global Sea. It also helps investors analyze the systematic and unsystematic risks associated with investing in US Global over a specified time horizon. Remember, high US Global'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 US Global's market risk premium analysis include:
Beta (0.05) | Alpha (0.14) | Risk 1.21 | Sharpe Ratio (0.14) | Expected Return (0.16) |
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.
SEA |
US Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. US Global market risk premium is the additional return an investor will receive from holding US Global 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 US Global. 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 US Global's performance over market.| α | -0.14 | β | -0.05 |
US Global 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 US Global's Buy-and-hold return. Our buy-and-hold chart shows how US Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.US Global Market Price Analysis
Market price analysis indicators help investors to evaluate how US Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading US Global shares will generate the highest return on investment. By understating and applying US Global etf market price indicators, traders can identify US Global position entry and exit signals to maximize returns.
US Global Return and Market Media
The median price of US Global for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 16.99 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 16.97, and mean deviation of 0.6. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Opinion - U.S. Navys lapse in sea lane security risks global trade | 09/09/2024 |
2 | Lenzings VEOCEL builds awareness in combating plastic pollution highlighted at UNs SEA of Solutions 2024 | 09/20/2024 |
3 | Air freight stocks down today amid port strikes | 10/01/2024 |
4 | TECNO and Lay Zhang Jointly Launch Unstoppable Step Film, Encouraging SEA Youngsters to Harness the Power of Every Step that Counts for Better Self | 10/07/2024 |
5 | Venturi Wealth Management LLC Raises Stake in Sea Limited | 11/13/2024 |
6 | Sea Limiteds Stock Has Seen Strong Momentum Does That Call For Deeper Study Of Its Financial Prospects | 11/19/2024 |
7 | Sea Is Looking To Continue Growing Its Returns On Capital | 11/25/2024 |
About US Global 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 SEA or other etfs. Alpha measures the amount that position in US Global Sea 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 US Global 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, US Global's short interest history, or implied volatility extrapolated from US Global options trading.
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Check out US Global Backtesting, Portfolio Optimization, US Global Correlation, US Global Hype Analysis, US Global Volatility, US Global History and analyze US Global Performance. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
US Global 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.