Build Funds Trust Etf Alpha and Beta Analysis
| BFIX Etf | USD 23.42 0.02 0.09% |
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 0.2 | Alpha 0.009629 | Risk 0.28 | Sharpe Ratio 0.13 | Expected Return 0.0366 |
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.
Build |
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 | 0.01 | β | 0.20 |
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 Sun, Apr 28, 2024 and Sat, Jul 27, 2024 is 23.18 with a coefficient of variation of 1.04. The daily time series for the period is distributed with a sample standard deviation of 0.24, arithmetic mean of 23.16, and mean deviation of 0.2. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
| Build Funds dividend paid on 30th of April 2024 | 04/30/2024 |
1 | Bloomberg BFIX Introduces First Value T1 FX Fixing Rates | 06/04/2024 |
2 | On The My Stocks Page - Stock Traders Daily | 07/17/2024 |
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
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Align your risk with return expectations
Additional Information and Resources on Investing in Build Etf
When determining whether Build Funds Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Build Funds' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Build Funds Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Build Funds Trust Etf: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 Global Correlations module to find global opportunities by holding instruments from different markets.
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.