ACWI IMI Alpha and Beta Analysis

SPGM -- USA Etf  

USD 41.04  0.94  2.24%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for ACWI IMI MSCI ETF SPDR as well as systematic risk associated with investing in ACWI IMI over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk. Additionally, take a look at ACWI IMI Backtesting, Portfolio Optimization, ACWI IMI Correlation, ACWI IMI Hype Analysis, ACWI IMI Volatility, ACWI IMI History and analyze ACWI IMI Performance.

ACWI IMI Market Premiums

α0.04   β0.21
30 days against DJI

ACWI IMI expected buy-and-hold returns

ACWI IMI Market Price Analysis

ACWI IMI Return and Market Media

The median price of ACWI IMI for the period between Wed, Nov 27, 2019 and Tue, Feb 25, 2020 is 42.95 with a coefficient of variation of 1.69. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 42.92, and mean deviation of 0.57. The Etf received some media coverage during the period.
 Price Growth (%)  
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