Band Protocol Alpha and Beta Analysis
| BAND Crypto | USD 1.66 0.08 5.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Band Protocol. It also helps investors analyze the systematic and unsystematic risks associated with investing in Band Protocol over a specified time horizon. Remember, high Band Protocol'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.
Beta 1.67 | Alpha 0.48 | Risk 5.07 | Sharpe Ratio 0.16 | Expected Return 0.83 |
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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Band Protocol Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Band Protocol market risk premium is the additional return an investor will receive from holding Band Protocol 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 Band Protocol. 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 Band Protocol's performance over market.| α | 0.48 | β | 1.67 |
Band Protocol Price Momentum Analysis
Band Protocol Market Price Analysis
Market price analysis indicators help investors to evaluate how Band Protocol crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Band Protocol shares will generate the highest return on investment. By understating and applying Band Protocol crypto coin market price indicators, traders can identify Band Protocol position entry and exit signals to maximize returns.
Band Protocol Return and Market Media
The median price of Band Protocol for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 1.15 with a coefficient of variation of 10.46. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 1.17, and mean deviation of 0.09. The Crypto did not receive any noticable media coverage during the period. Price Growth (%) |
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About Band Protocol 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 Band or other cryptos. Alpha measures the amount that position in Band Protocol 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 cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Band Protocol in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
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Check out Band Protocol Backtesting, Portfolio Optimization, Band Protocol Correlation, Cryptocurrency Center, Band Protocol Volatility, Band Protocol History and analyze Band Protocol Performance. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Band Protocol technical crypto coin 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, crypto market cycles, or different charting patterns.