Starboard Investment Trust Etf Alpha and Beta Analysis
| RHTX Etf | USD 16.93 0.04 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Starboard Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Starboard Investment over a specified time horizon. Remember, high Starboard Investment'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 Starboard Investment's market risk premium analysis include:
Beta 1.12 | Alpha (0.03) | Risk 1.21 | Sharpe Ratio 0.0896 | Expected Return 0.11 |
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.
Starboard |
Starboard Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Starboard Investment market risk premium is the additional return an investor will receive from holding Starboard Investment 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 Starboard Investment. 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 Starboard Investment's performance over market.| α | -0.03 | β | 1.12 |
Starboard Investment 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 Starboard Investment's Buy-and-hold return. Our buy-and-hold chart shows how Starboard Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Starboard Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Starboard Investment etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Starboard Investment shares will generate the highest return on investment. By understating and applying Starboard Investment etf market price indicators, traders can identify Starboard Investment position entry and exit signals to maximize returns.
Starboard Investment Return and Market Media
The median price of Starboard Investment for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 16.15 with a coefficient of variation of 2.85. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 16.18, and mean deviation of 0.35. The Etf received some media coverage during the period.About Starboard Investment 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 Starboard or other etfs. Alpha measures the amount that position in Starboard Investment 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 Starboard Investment 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, Starboard Investment's short interest history, or implied volatility extrapolated from Starboard Investment options trading.
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Check out Starboard Investment Backtesting, Portfolio Optimization, Starboard Investment Correlation, Starboard Investment Hype Analysis, Starboard Investment Volatility, Starboard Investment History and analyze Starboard Investment Performance. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Starboard Investment 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.