Impact Shares Naacp Etf Alpha and Beta Analysis
| NACP Etf | USD 38.28 0.30 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Impact Shares NAACP. It also helps investors analyze the systematic and unsystematic risks associated with investing in Impact Shares over a specified time horizon. Remember, high Impact Shares' 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 Impact Shares' market risk premium analysis include:
Beta 1.09 | Alpha 0.0205 | Risk 0.72 | Sharpe Ratio 0.0841 | Expected Return 0.0602 |
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.
Impact |
Impact Shares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Impact Shares market risk premium is the additional return an investor will receive from holding Impact Shares 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 Impact Shares. 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 Impact Shares' performance over market.| α | 0.02 | β | 1.09 |
Impact Shares 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 Impact Shares' Buy-and-hold return. Our buy-and-hold chart shows how Impact Shares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Impact Shares Market Price Analysis
Market price analysis indicators help investors to evaluate how Impact Shares etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Impact Shares shares will generate the highest return on investment. By understating and applying Impact Shares etf market price indicators, traders can identify Impact Shares position entry and exit signals to maximize returns.
Impact Shares Return and Market Media
The median price of Impact Shares for the period between Fri, Feb 23, 2024 and Thu, May 23, 2024 is 37.66 with a coefficient of variation of 1.78. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 37.52, and mean deviation of 0.57. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Trading Signals - Stock Traders Daily | 05/02/2024 |
2 | More than 180 Ukrainian political parties fail to comply with financial reporting requirements | 05/20/2024 |
About Impact Shares 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 Impact or other etfs. Alpha measures the amount that position in Impact Shares NAACP 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 Impact Shares 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, Impact Shares' short interest history, or implied volatility extrapolated from Impact Shares options trading.
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Check out Impact Shares Backtesting, Portfolio Optimization, Impact Shares Correlation, Impact Shares Hype Analysis, Impact Shares Volatility, Impact Shares History and analyze Impact Shares Performance. Note that the Impact Shares NAACP information on this page should be used as a complementary analysis to other Impact Shares' 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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Impact Shares 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.