Ishares Mutual Fund Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ishares Russell 2000. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ishares Russell over a specified time horizon. Remember, high Ishares Russell'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.
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Please note that although Ishares Russell alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Ishares Russell did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Ishares Russell 2000 fund's relative risk over its benchmark. Ishares Russell 2000 has a beta of 0.00  . Let's try to break down what Ishares's beta means in this case. The returns on DOW and Ishares Russell are completely uncorrelated.
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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 Russell Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ishares Russell market risk premium is the additional return an investor will receive from holding Ishares Russell 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 Russell. 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 Russell's performance over market.
α0.00   β0.00
90 days against DJI
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 Russell 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 Russell's short interest history, or implied volatility extrapolated from Ishares Russell options trading.

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Check out Trending Equities. Note that the Ishares Russell 2000 information on this page should be used as a complementary analysis to other Ishares Russell's 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Other Tools for Ishares Mutual Fund

When running Ishares Russell 2000 price analysis, check to measure Ishares Russell's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ishares Russell is operating at the current time. Most of Ishares Russell's value examination focuses on studying past and present price action to predict the probability of Ishares Russell's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ishares Russell's price. Additionally, you may evaluate how the addition of Ishares Russell to your portfolios can decrease your overall portfolio volatility.
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