Cbh Etf Alpha and Beta Analysis
| CBH Etf | USD 9.19 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CBH. It also helps investors analyze the systematic and unsystematic risks associated with investing in CBH over a specified time horizon. Remember, high CBH'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 CBH's market risk premium analysis include:
Beta 0.0038 | Alpha 0.0369 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
CBH |
CBH Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CBH market risk premium is the additional return an investor will receive from holding CBH 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 CBH. 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 CBH's performance over market.| α | 0.04 | β | 0 |
CBH Fundamentals Vs Peers
Comparing CBH's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze CBH's direct or indirect competition across all of the common fundamentals between CBH and the related equities. This way, we can detect undervalued stocks with similar characteristics as CBH or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of CBH's fundamental indicators could also be used in its relative valuation, which is a method of valuing CBH by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare CBH to competition |
| Fundamentals | CBH | Peer Average |
| Price To Earning | 6.39 X | 3.15 X |
| Annual Yield | 0 % | 0.28 % |
| Year To Date Return | 2.77 % | (2.35) % |
| One Year Return | 5.34 % | (0.97) % |
| Three Year Return | 2.63 % | 3.23 % |
| Five Year Return | 5.41 % | 1.12 % |
| Last Dividend Paid | 0.55 | 0.14 |
CBH Opportunities
CBH Return and Market Media
The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 06/27/2024 |
2 | Virtus Convertible Income 2024 Target Term Fund Sees Large Increase in Short Interest - Defense World | 07/01/2024 |
3 | Disposition of 45565 shares by Schwartz William A Jr of AllianzGI Convertible at 59.6 subject to Rule 16b-3 | 07/30/2024 |
4 | Disposition of tradable shares by Viggiano John of CBH subject to Rule 16b-3 | 08/30/2024 |
5 | Acquisition by Kass Justin of 100 shares of CBH at 9.37 subject to Rule 16b-3 | 12/26/2024 |
About CBH 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 CBH or other etfs. Alpha measures the amount that position in CBH 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 CBH 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, CBH's short interest history, or implied volatility extrapolated from CBH options trading.
Build Portfolio with CBH
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
CBH 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.