Franklin Liberty Ultra Etf Alpha and Beta Analysis
| FLUD Etf | USD 24.91 0.02 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin Liberty Ultra. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin Liberty over a specified time horizon. Remember, high Franklin Liberty'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 Franklin Liberty's market risk premium analysis include:
Beta 0.0241 | Alpha 0.008162 | Risk 0.14 | Sharpe Ratio 0.15 | Expected Return 0.0219 |
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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Franklin Liberty Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin Liberty market risk premium is the additional return an investor will receive from holding Franklin Liberty 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 Franklin Liberty. 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 Franklin Liberty's performance over market.| α | 0.01 | β | 0.02 |
Franklin Liberty 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 Franklin Liberty's Buy-and-hold return. Our buy-and-hold chart shows how Franklin Liberty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Franklin Liberty Market Price Analysis
Market price analysis indicators help investors to evaluate how Franklin Liberty etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Franklin Liberty shares will generate the highest return on investment. By understating and applying Franklin Liberty etf market price indicators, traders can identify Franklin Liberty position entry and exit signals to maximize returns.
Franklin Liberty Return and Market Media
The median price of Franklin Liberty for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 24.71 with a coefficient of variation of 0.43. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 24.71, and mean deviation of 0.09. The Etf received some media coverage during the period.About Franklin Liberty 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 Franklin or other etfs. Alpha measures the amount that position in Franklin Liberty Ultra 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 Franklin Liberty 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, Franklin Liberty's short interest history, or implied volatility extrapolated from Franklin Liberty options trading.
Build Portfolio with Franklin Liberty
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 Franklin Liberty Backtesting, Portfolio Optimization, Franklin Liberty Correlation, Franklin Liberty Hype Analysis, Franklin Liberty Volatility, Franklin Liberty History and analyze Franklin Liberty Performance. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Franklin Liberty 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.