IShares Treasury (Netherlands) Alpha and Beta Analysis
| IBTS Etf | EUR 121.83 0.01 0.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares Treasury Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Treasury over a specified time horizon. Remember, high IShares Treasury'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 Treasury's market risk premium analysis include:
Beta 0.0256 | Alpha 0.0728 | Risk 0.37 | Sharpe Ratio 0.24 | Expected Return 0.0892 |
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 Treasury Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Treasury market risk premium is the additional return an investor will receive from holding IShares Treasury 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 Treasury. 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 Treasury's performance over market.| α | 0.07 | β | 0.03 |
IShares Treasury 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 Treasury's Buy-and-hold return. Our buy-and-hold chart shows how IShares Treasury performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares Treasury Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares Treasury 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 Treasury shares will generate the highest return on investment. By understating and applying IShares Treasury etf market price indicators, traders can identify IShares Treasury position entry and exit signals to maximize returns.
IShares Treasury Return and Market Media
The median price of IShares Treasury for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 118.0 with a coefficient of variation of 2.07. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 118.58, and mean deviation of 2.19. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About IShares Treasury 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 Treasury Bond 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 Treasury 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 Treasury's short interest history, or implied volatility extrapolated from IShares Treasury options trading.
Build Portfolio with IShares Treasury
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
Additional Information and Resources on Investing in IShares Etf
When determining whether iShares Treasury Bond is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if IShares Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ishares Treasury Bond Etf. Highlighted below are key reports to facilitate an investment decision about Ishares Treasury Bond Etf:Check out IShares Treasury Backtesting, Portfolio Optimization, IShares Treasury Correlation, IShares Treasury Hype Analysis, IShares Treasury Volatility, IShares Treasury History and analyze IShares Treasury Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
IShares Treasury 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.