Innovation Shares Alpha and Beta Analysis

EKAR -- USA Etf  

USD 20.16  0.15  0.75%

This module allows you to check different measures of market premium for Innovation Shares NextGen Vehic as well as systematic risk associated with investing in Innovation Shares over a specified time horizon. Additionally see Innovation Shares Backtesting, Portfolio Optimization, Innovation Shares Correlation, Innovation Shares Hype Analysis, Innovation Shares Volatility, Innovation Shares History and analyze Innovation Shares Performance.
Horizon     30 Days    Login   to change
Run Premiums

Innovation Shares Market Premiums

α0.04   β0.0413
30 days against DJI

Innovation Shares expected buy-and-hold returns

Innovation Shares Market Price Analysis

Innovation Shares Return and Market Media

The median price of Innovation Shares for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 19.46 with a coefficient of variation of 78.76. The daily time series for the period is distributed with a sample standard deviation of 9.74, arithmetic mean of 12.37, and mean deviation of 9.37. The Etf received substential amount of media coverage during this period.
 Price Growth (%)  
Alphabet exotic insider transaction detected08/05/2019
Purchase by Kohler Herbert of 637475 shares of Tesla08/20/2019
Disposition of 1458 shares by Millikin Michael P of GM subje...08/21/2019
Acquisition by Lee Timothy E of 24259 shares of GM subject t...09/19/2019
GM furloughs 1,200 additional US and Canadian workers as UAW...09/23/2019
Payment of 579 shares by Kline Terry S of GM subject to Rule...09/26/2019
Car Sales Numbers Arrive Today. Why Investors Should Pay Att...09/30/2019
Exercise or conversion by Mark Reuss of 2967 shares of GM su...10/03/2019