Valkyrie Bitcoin Miners Etf Alpha and Beta Analysis
| WGMI Etf | USD 29.14 1.17 4.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valkyrie Bitcoin Miners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valkyrie Bitcoin over a specified time horizon. Remember, high Valkyrie Bitcoin'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 Valkyrie Bitcoin's market risk premium analysis include:
Beta 3.87 | Alpha 0.38 | Risk 5.11 | Sharpe Ratio 0.21 | Expected Return 1.08 |
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.
Valkyrie |
Valkyrie Bitcoin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valkyrie Bitcoin market risk premium is the additional return an investor will receive from holding Valkyrie Bitcoin 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 Valkyrie Bitcoin. 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 Valkyrie Bitcoin's performance over market.| α | 0.38 | β | 3.87 |
Valkyrie Bitcoin 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 Valkyrie Bitcoin's Buy-and-hold return. Our buy-and-hold chart shows how Valkyrie Bitcoin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valkyrie Bitcoin Market Price Analysis
Market price analysis indicators help investors to evaluate how Valkyrie Bitcoin etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valkyrie Bitcoin shares will generate the highest return on investment. By understating and applying Valkyrie Bitcoin etf market price indicators, traders can identify Valkyrie Bitcoin position entry and exit signals to maximize returns.
Valkyrie Bitcoin Return and Market Media
The median price of Valkyrie Bitcoin for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 20.02 with a coefficient of variation of 19.01. The daily time series for the period is distributed with a sample standard deviation of 4.02, arithmetic mean of 21.15, and mean deviation of 3.41. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | WGMI Trump Victory Would Ignite This Bitcoin ETF - Markets Insider | 09/11/2024 |
2 | Long Term Investment Analysis - Stock Traders Daily | 09/23/2024 |
3 | Bitcoin Mining ETF Hits New 52-Week High | 11/12/2024 |
4 | MARA Urges Incoming Trump Administration To Boost US Bitcoin Mining Operations To Prevent Manipulation From Adversarial Nations | 11/27/2024 |
About Valkyrie Bitcoin 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 Valkyrie or other etfs. Alpha measures the amount that position in Valkyrie Bitcoin Miners 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 Valkyrie Bitcoin 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, Valkyrie Bitcoin's short interest history, or implied volatility extrapolated from Valkyrie Bitcoin options trading.
Build Portfolio with Valkyrie Bitcoin
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 Valkyrie Bitcoin Backtesting, Portfolio Optimization, Valkyrie Bitcoin Correlation, Valkyrie Bitcoin Hype Analysis, Valkyrie Bitcoin Volatility, Valkyrie Bitcoin History and analyze Valkyrie Bitcoin Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Valkyrie Bitcoin 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.