Ishares China Large Cap Etf Alpha and Beta Analysis
| FXI Etf | USD 25.27 0.47 1.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as iShares China Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares China over a specified time horizon. Remember, high IShares China'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 IShares China's market risk premium analysis include:
Beta (0.40) | Alpha 0.24 | Risk 1.63 | Sharpe Ratio 0.12 | Expected Return 0.19 |
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.
IShares |
IShares China Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares China market risk premium is the additional return an investor will receive from holding IShares China 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 IShares China. 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 IShares China's performance over market.| α | 0.24 | β | -0.4 |
IShares China 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 IShares China's Buy-and-hold return. Our buy-and-hold chart shows how IShares China performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IShares China Market Price Analysis
Market price analysis indicators help investors to evaluate how IShares China etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IShares China shares will generate the highest return on investment. By understating and applying IShares China etf market price indicators, traders can identify IShares China position entry and exit signals to maximize returns.
IShares China Return and Market Media
The median price of IShares China for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 23.84 with a coefficient of variation of 3.76. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 23.54, and mean deviation of 0.73. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Tocqueville Asset Management L.P. Sells 1,548 Shares of iShares China Large-Cap ETF | 02/13/2024 |
2 | Chinas central bank unexpectedly cuts benchmark lending rate y 25 bps to 3.95 | 02/20/2024 |
3 | Asian markets in green territory, Japans core inflation beats forecasts | 02/27/2024 |
4 | Asian markets mixed on Monday looking ahead to global cues | 03/04/2024 |
5 | iShares China Large-Cap ETF Sees Unusually High Options Volume - Defense World | 03/12/2024 |
6 | Brookstone Capital Management Acquires New Position in iShares China Large-Cap ETF - Defense World | 03/28/2024 |
7 | Peoples Bank of China sets up 69B re-lending program for tech companies | 04/08/2024 |
8 | Tesla Pre EPS Turmoil 3 Long-Term Factors to Consider | 04/23/2024 |
About IShares China 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 IShares or other etfs. Alpha measures the amount that position in iShares China Large 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.
IShares China Implied Volatility | 45.69 |
IShares China's implied volatility exposes the market's sentiment of iShares China Large Cap stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if IShares China's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that IShares China stock will not fluctuate a lot when IShares China's options are near their expiration.
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 IShares China 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, IShares China's short interest history, or implied volatility extrapolated from IShares China options trading.
Build Portfolio with IShares China
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 IShares China Backtesting, Portfolio Optimization, IShares China Correlation, IShares China Hype Analysis, IShares China Volatility, IShares China History and analyze IShares China Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
IShares China 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.