United States Brent Etf Alpha and Beta Analysis

BNO Etf  USD 31.65  0.62  2.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United States Brent. It also helps investors analyze the systematic and unsystematic risks associated with investing in United States over a specified time horizon. Remember, high United States' 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 United States' market risk premium analysis include:
Beta
0.3
Alpha
0.17
Risk
1.39
Sharpe Ratio
0.14
Expected Return
0.19
Please note that although United States 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., NYSE Composite index.) So in this particular case, United States did 0.17  better 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 United States Brent etf's relative risk over its benchmark. United States Brent has a beta of 0.30  . As returns on the market increase, United States returns are expected to increase less than the market. However, during the bear market, the loss on holding United States will be 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 United States Backtesting, Portfolio Optimization, United States Correlation, United States Hype Analysis, United States Volatility, United States History and analyze United States Performance.

United States Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United States market risk premium is the additional return an investor will receive from holding United States 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 United States. 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 United States' performance over market.
α0.17   β0.30

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

United States Market Price Analysis

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

United States Return and Market Media

The median price of United States for the period between Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 28.61 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 1.15, arithmetic mean of 28.74, and mean deviation of 1.02. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
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01/19/2024
2
The Commodities Feed Oil Edges Up On Increased Risk Premium
01/29/2024
3
Oil Rally May Fail For More Downside
02/07/2024
4
Oil Price Consolidation 77.50-78.00 Range Today
02/14/2024
5
Whose Is Crude Oil Now
02/21/2024
6
Bionomics to Present at the 2024 BIO CEO Investor Conference
02/22/2024
7
The Commodities Feed Spreads Tighten For Crude Oil
02/28/2024
8
WTI Crude Futures Rebound Amid OPEC Output Cuts And Geopolitical Tensions
03/06/2024
9
Gold And Silver Soon The Start Of A Historic Rally
03/11/2024
10
Oil Situation Stable Despite The Headlines
03/14/2024

About United States 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 United or other etfs. Alpha measures the amount that position in United States Brent 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 United States 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, United States' short interest history, or implied volatility extrapolated from United States options trading.

Build Portfolio with United States

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.

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Align your risk with return expectations

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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
When determining whether United States Brent offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of United States' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of United States Brent Etf. Outlined below are crucial reports that will aid in making a well-informed decision on United States Brent Etf:
Check out United States Backtesting, Portfolio Optimization, United States Correlation, United States Hype Analysis, United States Volatility, United States History and analyze United States Performance.
You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for United Etf analysis

When running United States' price analysis, check to measure United States' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy United States is operating at the current time. Most of United States' value examination focuses on studying past and present price action to predict the probability of United States' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United States' price. Additionally, you may evaluate how the addition of United States to your portfolios can decrease your overall portfolio volatility.
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United States 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.
A focus of United States technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of United States trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...