Clearbridge All Cap Etf Alpha and Beta Analysis
| CACG Etf | USD 48.59 1.03 2.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ClearBridge All Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in ClearBridge All over a specified time horizon. Remember, high ClearBridge All'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 ClearBridge All's market risk premium analysis include:
Beta 1.18 | Alpha (0) | Risk 1 | Sharpe Ratio 0.0398 | Expected Return 0.0399 |
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.
ClearBridge |
ClearBridge All Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ClearBridge All market risk premium is the additional return an investor will receive from holding ClearBridge All 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 ClearBridge All. 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 ClearBridge All's performance over market.| α | -0.0029 | β | 1.18 |
ClearBridge All 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 ClearBridge All's Buy-and-hold return. Our buy-and-hold chart shows how ClearBridge All performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ClearBridge All Market Price Analysis
Market price analysis indicators help investors to evaluate how ClearBridge All etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ClearBridge All shares will generate the highest return on investment. By understating and applying ClearBridge All etf market price indicators, traders can identify ClearBridge All position entry and exit signals to maximize returns.
ClearBridge All Return and Market Media
The median price of ClearBridge All for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 51.28 with a coefficient of variation of 2.57. The daily time series for the period is distributed with a sample standard deviation of 1.3, arithmetic mean of 50.79, and mean deviation of 1.06. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trend Tracker for - Stock Traders Daily | 02/07/2024 |
2 | Long Term Investment Analysis - Stock Traders Daily.com | 02/29/2024 |
3 | Investment Report - Stock Traders Daily.com | 03/11/2024 |
About ClearBridge All 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 ClearBridge or other etfs. Alpha measures the amount that position in ClearBridge All Cap 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 ClearBridge All 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, ClearBridge All's short interest history, or implied volatility extrapolated from ClearBridge All options trading.
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Check out ClearBridge All Backtesting, Portfolio Optimization, ClearBridge All Correlation, ClearBridge All Hype Analysis, ClearBridge All Volatility, ClearBridge All History and analyze ClearBridge All Performance. Note that the ClearBridge All Cap information on this page should be used as a complementary analysis to other ClearBridge All's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
ClearBridge All 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.