Agfiq Market Neutral Etf Alpha and Beta Analysis
| QBTL Etf | CAD 19.15 0.05 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGFiQ Market Neutral. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGFiQ Market over a specified time horizon. Remember, high AGFiQ Market'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 AGFiQ Market's market risk premium analysis include:
Beta (0.30) | Alpha (0.07) | Risk 0.78 | Sharpe Ratio (0.18) | Expected Return (0.14) |
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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AGFiQ Market Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGFiQ Market market risk premium is the additional return an investor will receive from holding AGFiQ Market 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 AGFiQ Market. 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 AGFiQ Market's performance over market.| α | -0.07 | β | -0.3 |
AGFiQ Market 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 AGFiQ Market's Buy-and-hold return. Our buy-and-hold chart shows how AGFiQ Market performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AGFiQ Market Market Price Analysis
Market price analysis indicators help investors to evaluate how AGFiQ Market etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGFiQ Market shares will generate the highest return on investment. By understating and applying AGFiQ Market etf market price indicators, traders can identify AGFiQ Market position entry and exit signals to maximize returns.
AGFiQ Market Return and Market Media
The median price of AGFiQ Market for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 19.98 with a coefficient of variation of 2.53. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 20.02, and mean deviation of 0.38. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About AGFiQ Market 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 AGFiQ or other etfs. Alpha measures the amount that position in AGFiQ Market Neutral 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 AGFiQ Market 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, AGFiQ Market's short interest history, or implied volatility extrapolated from AGFiQ Market options trading.
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Check out AGFiQ Market Backtesting, Portfolio Optimization, AGFiQ Market Correlation, AGFiQ Market Hype Analysis, AGFiQ Market Volatility, AGFiQ Market History and analyze AGFiQ Market Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
AGFiQ Market 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.