Ershares Entrepreneurs Etf Alpha and Beta Analysis
| ENTR Etf | USD 14.47 0.18 1.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ERShares Entrepreneurs ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in ERShares Entrepreneurs over a specified time horizon. Remember, high ERShares Entrepreneurs' 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 ERShares Entrepreneurs' market risk premium analysis include:
Beta 1.51 | Alpha 0.0599 | Risk 1.58 | Sharpe Ratio 0.0444 | Expected Return 0.0701 |
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.
ERShares |
ERShares Entrepreneurs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ERShares Entrepreneurs market risk premium is the additional return an investor will receive from holding ERShares Entrepreneurs 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 ERShares Entrepreneurs. 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 ERShares Entrepreneurs' performance over market.| α | 0.06 | β | 1.51 |
ERShares Entrepreneurs 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 ERShares Entrepreneurs' Buy-and-hold return. Our buy-and-hold chart shows how ERShares Entrepreneurs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ERShares Entrepreneurs Market Price Analysis
Market price analysis indicators help investors to evaluate how ERShares Entrepreneurs etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ERShares Entrepreneurs shares will generate the highest return on investment. By understating and applying ERShares Entrepreneurs etf market price indicators, traders can identify ERShares Entrepreneurs position entry and exit signals to maximize returns.
ERShares Entrepreneurs Return and Market Media
The median price of ERShares Entrepreneurs for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 14.92 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 14.8, and mean deviation of 0.47. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | MicroStrategy May Soon Enter the SP 500 What That Means for Bitcoin - Decrypt | 02/15/2024 |
2 | Disposition of 880 shares by Farese Michael J. of ERShares Entrepreneurs at 4.11 subject to Rule 16b-3 | 03/25/2024 |
3 | Acquisition by Bailey Robert L of 400 shares of ERShares Entrepreneurs at 4.445 subject to Rule 16b-3 | 03/28/2024 |
4 | Global ETF launches from 18th to 25th April, 2024 - ETF Express | 04/25/2024 |
About ERShares Entrepreneurs 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 ERShares or other etfs. Alpha measures the amount that position in ERShares Entrepreneurs 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 ERShares Entrepreneurs 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, ERShares Entrepreneurs' short interest history, or implied volatility extrapolated from ERShares Entrepreneurs options trading.
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Check out ERShares Entrepreneurs Backtesting, Portfolio Optimization, ERShares Entrepreneurs Correlation, ERShares Entrepreneurs Hype Analysis, ERShares Entrepreneurs Volatility, ERShares Entrepreneurs History and analyze ERShares Entrepreneurs Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
ERShares Entrepreneurs 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.