YFII Alpha and Beta Analysis
| YFII Crypto | USD 410.99 0.50 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as YFII. It also helps investors analyze the systematic and unsystematic risks associated with investing in YFII over a specified time horizon. Remember, high YFII'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.
Beta (0.36) | Alpha 0.38 | Risk 6.28 | Sharpe Ratio (0.01) | Expected Return (0.06) |
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.
YFII |
YFII Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. YFII market risk premium is the additional return an investor will receive from holding YFII 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 YFII. 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 YFII's performance over market.| α | 0.38 | β | -0.36 |
YFII Price Momentum Analysis
YFII Market Price Analysis
Market price analysis indicators help investors to evaluate how YFII crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading YFII shares will generate the highest return on investment. By understating and applying YFII crypto coin market price indicators, traders can identify YFII position entry and exit signals to maximize returns.
YFII Return and Market Media
The median price of YFII for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 359.3 with a coefficient of variation of 8.83. The daily time series for the period is distributed with a sample standard deviation of 32.03, arithmetic mean of 362.55, and mean deviation of 21.54. The Crypto did not receive any noticable media coverage during the period. Price Growth (%) |
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About YFII 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 YFII or other cryptos. Alpha measures the amount that position in YFII 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 cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards YFII in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
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Check out YFII Backtesting, Portfolio Optimization, YFII Correlation, Cryptocurrency Center, YFII Volatility, YFII History and analyze YFII Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
YFII technical crypto coin 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, crypto market cycles, or different charting patterns.