Obp Capital Etf Alpha and Beta Analysis
| UVDV Etf | USD 9.35 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as OBP Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in OBP Capital over a specified time horizon. Remember, high OBP Capital'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 OBP Capital's market risk premium analysis include:
Beta 0.11 | Alpha 0.0268 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
OBP |
OBP Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. OBP Capital market risk premium is the additional return an investor will receive from holding OBP Capital 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 OBP Capital. 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 OBP Capital's performance over market.| α | 0.03 | β | 0.11 |
OBP Capital Fundamentals Vs Peers
Comparing OBP Capital's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze OBP Capital's direct or indirect competition across all of the common fundamentals between OBP Capital and the related equities. This way, we can detect undervalued stocks with similar characteristics as OBP Capital or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of OBP Capital's fundamental indicators could also be used in its relative valuation, which is a method of valuing OBP Capital by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare OBP Capital to competition |
| Fundamentals | OBP Capital | Peer Average |
| Net Asset | 17.24 M | 2.29 B |
| Equity Positions Weight | 100.00 % | 52.82 % |
OBP Capital Opportunities
OBP Capital Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About OBP Capital 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 OBP or other etfs. Alpha measures the amount that position in OBP Capital 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 OBP Capital 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, OBP Capital's short interest history, or implied volatility extrapolated from OBP Capital options trading.
Build Portfolio with OBP Capital
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
OBP Capital 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.