Build Funds Trust Etf Alpha and Beta Analysis

BFIX Etf  USD 22.99  0.15  0.66%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Build Funds Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Build Funds over a specified time horizon. Remember, high Build Funds' 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 Build Funds' market risk premium analysis include:
Beta
0.29
Alpha
(0.03)
Risk
0.32
Sharpe Ratio
0.0858
Expected Return
0.0276
Please note that although Build Funds 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., NYSE Composite index.) So in this particular case, Build Funds did 0.03  worse 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 Build Funds Trust etf's relative risk over its benchmark. Build Funds Trust has a beta of 0.29  . As returns on the market increase, Build Funds returns are expected to increase less than the market. However, during the bear market, the loss on holding Build Funds will be expected to be smaller as well. .
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.
  
Check out Build Funds Backtesting, Portfolio Optimization, Build Funds Correlation, Build Funds Hype Analysis, Build Funds Volatility, Build Funds History and analyze Build Funds Performance.

Build Funds Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Build Funds market risk premium is the additional return an investor will receive from holding Build Funds 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 Build Funds. 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 Build Funds' performance over market.
α-0.03   β0.29

Build Funds 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 Build Funds' Buy-and-hold return. Our buy-and-hold chart shows how Build Funds performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Build Funds Market Price Analysis

Market price analysis indicators help investors to evaluate how Build Funds etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Build Funds shares will generate the highest return on investment. By understating and applying Build Funds etf market price indicators, traders can identify Build Funds position entry and exit signals to maximize returns.

Build Funds Return and Market Media

The median price of Build Funds for the period between Sat, Nov 25, 2023 and Fri, Feb 23, 2024 is 22.89 with a coefficient of variation of 0.57. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 22.85, and mean deviation of 0.1. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
 
Build Funds dividend paid on 30th of November 2023
11/30/2023
 
Build Funds dividend paid on 29th of December 2023
12/29/2023
 
Build Funds dividend paid on 31st of January 2024
01/31/2024

About Build Funds 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 Build or other etfs. Alpha measures the amount that position in Build Funds Trust 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 Build Funds 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, Build Funds' short interest history, or implied volatility extrapolated from Build Funds options trading.

Build Portfolio with Build Funds

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Build Funds Backtesting, Portfolio Optimization, Build Funds Correlation, Build Funds Hype Analysis, Build Funds Volatility, Build Funds History and analyze Build Funds Performance.
You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for Build Etf analysis

When running Build Funds' price analysis, check to measure Build Funds' 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 Build Funds is operating at the current time. Most of Build Funds' value examination focuses on studying past and present price action to predict the probability of Build Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Build Funds' price. Additionally, you may evaluate how the addition of Build Funds to your portfolios can decrease your overall portfolio volatility.
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Build Funds 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.
A focus of Build Funds technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Build Funds trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...