Ark 21shares Bitcoin Etf Alpha and Beta Analysis
| ARKB Etf | 95.48 0.16 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK 21Shares Bitcoin. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK 21Shares over a specified time horizon. Remember, high ARK 21Shares' 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 ARK 21Shares' market risk premium analysis include:
Beta (0.14) | Alpha 0.79 | Risk 3.36 | Sharpe Ratio 0.27 | Expected Return 0.9 |
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.
ARK |
ARK 21Shares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK 21Shares market risk premium is the additional return an investor will receive from holding ARK 21Shares 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 ARK 21Shares. 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 ARK 21Shares' performance over market.| α | 0.79 | β | -0.14 |
ARK 21Shares 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 ARK 21Shares' Buy-and-hold return. Our buy-and-hold chart shows how ARK 21Shares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARK 21Shares Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK 21Shares etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARK 21Shares shares will generate the highest return on investment. By understating and applying ARK 21Shares etf market price indicators, traders can identify ARK 21Shares position entry and exit signals to maximize returns.
ARK 21Shares Return and Market Media
The median price of ARK 21Shares for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 66.67 with a coefficient of variation of 18.71. The daily time series for the period is distributed with a sample standard deviation of 13.22, arithmetic mean of 70.64, and mean deviation of 10.78. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fed Rate Cuts Raise Appeal for Bitcoin ETFs | 09/24/2024 |
2 | Bitcoin Smashes Through 66,000 As ETFs Take In 365M To Extend Their Inflow Streak To 6 Straight Days | 09/27/2024 |
3 | Bitcoin ETFs to Shine as Inflows Surge and Bullish Hopes Rise - Zacks Investment Research | 10/03/2024 |
4 | Cathie Woods Ark Invest Says Ethereum Is A Big Idea That Will Transform The Financial Services Industry ETH Is Beginning To Develop Attributes Similar To US Tre... | 10/16/2024 |
5 | 5 Factors to Bet on Bitcoin ETFs | 10/30/2024 |
6 | Cathie Wood-Led Ark Sees Boost For Bitcoin, Crypto Under Trump Administration, Says IPO Window For Circle, Kraken Could Reopen | 11/13/2024 |
7 | Ark Invests Cathie Wood Says Team Trump Would Give Regulatory Clarity For Bitcoin And Other Digital Assets ...Which They May Put In The Treasurys Strategic Rese... | 11/22/2024 |
8 | Winning ETFs in Focus on Bitcoin, AI Golds Dream Run Last Week | 11/25/2024 |
About ARK 21Shares 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 ARK or other etfs. Alpha measures the amount that position in ARK 21Shares Bitcoin 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 ARK 21Shares 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, ARK 21Shares' short interest history, or implied volatility extrapolated from ARK 21Shares options trading.
Build Portfolio with ARK 21Shares
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 ARK 21Shares Backtesting, Portfolio Optimization, ARK 21Shares Correlation, ARK 21Shares Hype Analysis, ARK 21Shares Volatility, ARK 21Shares History and analyze ARK 21Shares Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
ARK 21Shares 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.