Ishares Cmbs Etf Alpha and Beta Analysis
| CMBS Etf | USD 47.83 0.16 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares CMBS ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares CMBS over a specified time horizon. Remember, high IShares CMBS'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 CMBS's market risk premium analysis include:
Beta 0.028 | Alpha (0.03) | Risk 0.34 | Sharpe Ratio (0.03) | Expected Return (0.01) |
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 CMBS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares CMBS market risk premium is the additional return an investor will receive from holding IShares CMBS 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 CMBS. 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 CMBS's performance over market.| α | -0.03 | β | 0.03 |
IShares CMBS 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 CMBS's Buy-and-hold return. Our buy-and-hold chart shows how IShares CMBS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares CMBS Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares CMBS 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 CMBS shares will generate the highest return on investment. By understating and applying IShares CMBS etf market price indicators, traders can identify IShares CMBS position entry and exit signals to maximize returns.
IShares CMBS Return and Market Media
The median price of IShares CMBS for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 47.65 with a coefficient of variation of 0.95. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 47.7, and mean deviation of 0.39. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Trading With Integrated Risk Controls - Stock Traders Daily | 09/18/2024 |
2 | KBRA Releases Research KBRA-Rated CMBS, Freddie Mac, CRE CLO, and SFR Exposure to Hurricane Milton | 10/09/2024 |
3 | Pacific Retail Capital Partners Secures Rezoning Approval to Evolve Queen Kaahumanu Center for the Next Generation | 10/15/2024 |
4 | KBRA Assigns Preliminary Ratings to BX 2024-VLT5 | 10/18/2024 |
5 | KBRA Assigns Preliminary Ratings to FREMF 2024-K165 and Freddie Mac Structured Pass-Through Certificate Series K-165 | 10/28/2024 |
6 | iShares CMBS ETF Shares Sold by LGT Financial Advisors LLC | 11/07/2024 |
7 | KBRA Releases Research 2025 CMBS Sector Outlook Twin Peaks | 11/18/2024 |
8 | Freddie Mac To Bring Tax-Exempt Loan CMBS Product to Municipal Investors | 11/21/2024 |
9 | KBRA Releases Research CMBS Loan Performance Trends November 2024 | 12/02/2024 |
10 | iShares CMBS ETF declares monthly distribution of 0.1433 | 12/03/2024 |
11 | Fontainebleau Miami Beach Borrows 975 Million in Bond Market | 12/05/2024 |
About IShares CMBS 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 CMBS 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 CMBS 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 CMBS's short interest history, or implied volatility extrapolated from IShares CMBS options trading.
Build Portfolio with IShares CMBS
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 IShares CMBS Backtesting, Portfolio Optimization, IShares CMBS Correlation, IShares CMBS Hype Analysis, IShares CMBS Volatility, IShares CMBS History and analyze IShares CMBS Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
IShares CMBS 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.