Roundhill Investments Etf Alpha and Beta Analysis
| MEME Etf | USD 40.66 0.12 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roundhill Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roundhill Investments over a specified time horizon. Remember, high Roundhill Investments' 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 Roundhill Investments' market risk premium analysis include:
Beta (0.30) | Alpha 0.37 | 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.
Roundhill |
Roundhill Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roundhill Investments market risk premium is the additional return an investor will receive from holding Roundhill Investments 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 Roundhill Investments. 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 Roundhill Investments' performance over market.| α | 0.37 | β | -0.3 |
Roundhill Investments Fundamentals Vs Peers
Comparing Roundhill Investments' 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 Roundhill Investments' direct or indirect competition across all of the common fundamentals between Roundhill Investments and the related equities. This way, we can detect undervalued stocks with similar characteristics as Roundhill Investments or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Roundhill Investments' fundamental indicators could also be used in its relative valuation, which is a method of valuing Roundhill Investments by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Roundhill Investments to competition |
| Fundamentals | Roundhill Investments | Peer Average |
| Price To Earning | (2.35) X | 3.15 X |
| Price To Sales | 0.02 X | 0.33 X |
| One Year Return | 41.70 % | (0.97) % |
| Net Asset | 863.39 K | 2.29 B |
| Equity Positions Weight | 99.51 % | 52.82 % |
Roundhill Investments Opportunities
Roundhill Investments Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kopple Robert C. of 424000 shares of Roundhill Investments at 0.1 subject to Rule 16b-3 | 12/15/2024 |
About Roundhill Investments 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 Roundhill or other etfs. Alpha measures the amount that position in Roundhill Investments 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 Roundhill Investments 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, Roundhill Investments' short interest history, or implied volatility extrapolated from Roundhill Investments options trading.
Build Portfolio with Roundhill Investments
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 Correlation Analysis 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 population. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Roundhill Investments 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.