Ark Fintech Innovation Etf Alpha and Beta Analysis
| ARKF Etf | USD 39.27 0.04 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ARK Fintech Innovation. It also helps investors analyze the systematic and unsystematic risks associated with investing in ARK Fintech over a specified time horizon. Remember, high ARK Fintech'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 ARK Fintech's market risk premium analysis include:
Beta 1.64 | Alpha 0.31 | Risk 1.74 | Sharpe Ratio 0.34 | Expected Return 0.58 |
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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ARK Fintech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ARK Fintech market risk premium is the additional return an investor will receive from holding ARK Fintech 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 Fintech. 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 Fintech's performance over market.| α | 0.31 | β | 1.64 |
ARK Fintech 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 Fintech's Buy-and-hold return. Our buy-and-hold chart shows how ARK Fintech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ARK Fintech Market Price Analysis
Market price analysis indicators help investors to evaluate how ARK Fintech 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 Fintech shares will generate the highest return on investment. By understating and applying ARK Fintech etf market price indicators, traders can identify ARK Fintech position entry and exit signals to maximize returns.
ARK Fintech Return and Market Media
The median price of ARK Fintech for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 30.88 with a coefficient of variation of 11.86. The daily time series for the period is distributed with a sample standard deviation of 3.76, arithmetic mean of 31.74, and mean deviation of 2.99. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
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3 | Strong Ad Trends And Political Spending Boost Are Positive Catalysts For Roku, JP Morgan Analyst Says | 10/10/2024 |
4 | ARK Fintech Innovation ETF Sets New 52-Week High Still a Buy | 10/28/2024 |
5 | The Smartest Fintech ETF to Buy With 500 Right Now | 11/04/2024 |
6 | On The My Stocks Page - Stock Traders Daily | 11/21/2024 |
About ARK Fintech 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 Fintech Innovation 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 Fintech 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 Fintech's short interest history, or implied volatility extrapolated from ARK Fintech options trading.
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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
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Check out ARK Fintech Backtesting, Portfolio Optimization, ARK Fintech Correlation, ARK Fintech Hype Analysis, ARK Fintech Volatility, ARK Fintech History and analyze ARK Fintech Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
ARK Fintech 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.