Ishares OTC Stock Alpha and Beta Analysis

CLFMF -  USA Stock  

USD 13.74  0.01  0.07%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ishares 1-5 Year. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ishares 1-5 over a specified time horizon. Remember, high Ishares 1-5'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.
Continue to Ishares 1-5 Backtesting, Ishares 1-5 Valuation, Ishares 1-5 Correlation, Ishares 1-5 Hype Analysis, Ishares 1-5 Volatility, Ishares 1-5 History and analyze Ishares 1-5 Performance.

Ishares Beta 

 
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Please note that although Ishares 1-5 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 1-5 did 0.05  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 Ishares 1-5 Year stock's relative risk over its benchmark. Ishares 1-5 Year has a beta of 0.0155  . Let's try to break down what Ishares's beta means in this case. As returns on the market increase, Ishares 1-5 returns are expected to increase less than the market. However, during the bear market, the loss on holding Ishares 1-5 will be expected to be smaller as well.
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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 1-5 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ishares 1-5 market risk premium is the additional return an investor will receive from holding Ishares 1-5 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 1-5. 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 1-5's performance over market.
α-0.05   β0.0155
90 days against DJI

Ishares 1-5 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 Ishares 1-5's Buy-and-hold return. Our buy-and-hold chart shows how Ishares 1-5 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Ishares 1-5 Market Price Analysis

Market price analysis indicators help investors to evaluate how Ishares 1-5 otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ishares 1-5 shares will generate the highest return on investment. By understating and applying Ishares 1-5 otc stock market price indicators, traders can identify Ishares 1-5 position entry and exit signals to maximize returns.

Ishares 1-5 Return and Market Media

The median price of Ishares 1-5 for the period between Wed, Sep 8, 2021 and Tue, Dec 7, 2021 is 14.14 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 14.13, and mean deviation of 0.03. The Stock received substential amount of media coverage during this period.
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About Ishares 1-5 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Ishares 1-5 Year 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.

Ishares 1-5 Investors Sentiment

The influence of Ishares 1-5's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ishares. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 1-5 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 1-5's short interest history, or implied volatility extrapolated from Ishares 1-5 options trading.

Current Sentiment - CLFMF

Ishares 1-5 Year Investor Sentiment

Most of Macroaxis users are currently bullish on Ishares 1-5 Year. What is your judgment towards investing in Ishares 1-5 Year? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Continue to Ishares 1-5 Backtesting, Ishares 1-5 Valuation, Ishares 1-5 Correlation, Ishares 1-5 Hype Analysis, Ishares 1-5 Volatility, Ishares 1-5 History and analyze Ishares 1-5 Performance. Note that the Ishares 1-5 Year information on this page should be used as a complementary analysis to other Ishares 1-5'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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When running Ishares 1-5 Year price analysis, check to measure Ishares 1-5'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 1-5 is operating at the current time. Most of Ishares 1-5's value examination focuses on studying past and present price action to predict the probability of Ishares 1-5's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ishares 1-5's price. Additionally, you may evaluate how the addition of Ishares 1-5 to your portfolios can decrease your overall portfolio volatility.
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Ishares 1-5 technical otc stock 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, stock market cycles, or different charting patterns.
A focus of Ishares 1-5 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ishares 1-5 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...