Scotia International Equity Etf Alpha and Beta Analysis

SITI Etf   27.48  0.09  0.33%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scotia International Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scotia International over a specified time horizon. Remember, high Scotia International'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 Scotia International's market risk premium analysis include:
Beta
0.33
Alpha
(0.04)
Risk
0.64
Sharpe Ratio
0.0629
Expected Return
0.04
Please note that although Scotia International alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Scotia International did 0.04  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Scotia International Equity etf's relative risk over its benchmark. Scotia International has a beta of 0.33  . As returns on the market increase, Scotia International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scotia International is expected to be smaller as well. .
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.
  
Check out Scotia International Backtesting, Portfolio Optimization, Scotia International Correlation, Scotia International Hype Analysis, Scotia International Volatility, Scotia International History and analyze Scotia International Performance.

Scotia International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scotia International market risk premium is the additional return an investor will receive from holding Scotia International 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 Scotia International. 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 Scotia International's performance over market.
α-0.04   β0.33

Scotia International 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 Scotia International's Buy-and-hold return. Our buy-and-hold chart shows how Scotia International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Scotia International Market Price Analysis

Market price analysis indicators help investors to evaluate how Scotia International etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scotia International shares will generate the highest return on investment. By understating and applying Scotia International etf market price indicators, traders can identify Scotia International position entry and exit signals to maximize returns.

Scotia International Return and Market Media

The median price of Scotia International for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 27.1 with a coefficient of variation of 1.3. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 27.07, and mean deviation of 0.29. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Former investment banker charged with unlicensed fund management, misrepresentation - The Malaysian Reserve
09/18/2024
2
Scotia International Equity ETF Quote - Press Release - The Globe and Mail
11/20/2024

About Scotia International 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 Scotia or other etfs. Alpha measures the amount that position in Scotia International 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 Scotia International 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, Scotia International's short interest history, or implied volatility extrapolated from Scotia International options trading.

Build Portfolio with Scotia International

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Scotia Etf

Scotia International financial ratios help investors to determine whether Scotia Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Scotia with respect to the benefits of owning Scotia International security.