21Shares Bitcoin (Switzerland) Alpha and Beta Analysis
| ABTC-GBP | GBP 27.00 0.08 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 21Shares Bitcoin ETP. It also helps investors analyze the systematic and unsystematic risks associated with investing in 21Shares Bitcoin over a specified time horizon. Remember, high 21Shares Bitcoin'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 21Shares Bitcoin's market risk premium analysis include:
Beta 0.32 | Alpha 0.87 | Risk 2.91 | Sharpe Ratio 0.33 | Expected Return 0.96 |
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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21Shares Bitcoin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 21Shares Bitcoin market risk premium is the additional return an investor will receive from holding 21Shares Bitcoin 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 21Shares Bitcoin. 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 21Shares Bitcoin's performance over market.| α | 0.87 | β | 0.32 |
21Shares Bitcoin 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 21Shares Bitcoin's Buy-and-hold return. Our buy-and-hold chart shows how 21Shares Bitcoin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.21Shares Bitcoin Market Price Analysis
Market price analysis indicators help investors to evaluate how 21Shares Bitcoin etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 21Shares Bitcoin shares will generate the highest return on investment. By understating and applying 21Shares Bitcoin etf market price indicators, traders can identify 21Shares Bitcoin position entry and exit signals to maximize returns.
21Shares Bitcoin Return and Market Media
The median price of 21Shares Bitcoin for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 18.23 with a coefficient of variation of 21.23. The daily time series for the period is distributed with a sample standard deviation of 4.28, arithmetic mean of 20.14, and mean deviation of 3.93. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About 21Shares Bitcoin 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 21Shares or other etfs. Alpha measures the amount that position in 21Shares Bitcoin ETP 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 21Shares Bitcoin 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, 21Shares Bitcoin's short interest history, or implied volatility extrapolated from 21Shares Bitcoin options trading.
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Other Information on Investing in 21Shares Etf
21Shares Bitcoin financial ratios help investors to determine whether 21Shares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 21Shares with respect to the benefits of owning 21Shares Bitcoin security.