Ishares Technology (Brazil) Alpha and Beta Analysis
| BIYW39 Etf | BRL 28.65 0.51 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ishares Technology ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ishares Technology over a specified time horizon. Remember, high Ishares Technology'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 Ishares Technology's market risk premium analysis include:
Beta (0.11) | Alpha 0.29 | Risk 1.29 | Sharpe Ratio 0.26 | Expected Return 0.33 |
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.
Ishares |
Ishares Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ishares Technology market risk premium is the additional return an investor will receive from holding Ishares Technology 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 Ishares Technology. 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 Ishares Technology's performance over market.| α | 0.29 | β | -0.11 |
Ishares Technology 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 Ishares Technology's Buy-and-hold return. Our buy-and-hold chart shows how Ishares Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ishares Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Ishares Technology etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ishares Technology shares will generate the highest return on investment. By understating and applying Ishares Technology etf market price indicators, traders can identify Ishares Technology position entry and exit signals to maximize returns.
Ishares Technology Return and Market Media
The median price of Ishares Technology for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 25.87 with a coefficient of variation of 6.77. The daily time series for the period is distributed with a sample standard deviation of 1.76, arithmetic mean of 26.05, and mean deviation of 1.48. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ishares Technology 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 Ishares or other etfs. Alpha measures the amount that position in Ishares Technology ETF 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 Ishares Technology 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, Ishares Technology's short interest history, or implied volatility extrapolated from Ishares Technology options trading.
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Additional Information and Resources on Investing in Ishares Etf
When determining whether Ishares Technology ETF is a strong investment it is important to analyze Ishares Technology's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ishares Technology's future performance. For an informed investment choice regarding Ishares Etf, refer to the following important reports:Check out Ishares Technology Backtesting, Portfolio Optimization, Ishares Technology Correlation, Ishares Technology Hype Analysis, Ishares Technology Volatility, Ishares Technology History and analyze Ishares Technology Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Ishares Technology 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.