Discipline Fund Etf Alpha and Beta Analysis

DSCF Etf  USD 21.80  0.04  0.18%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Discipline Fund ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Discipline Fund over a specified time horizon. Remember, high Discipline Fund'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. Key technical indicators related to Discipline Fund's market risk premium analysis include:
Beta
0.5
Alpha
(0.05)
Risk
0.41
Sharpe Ratio
(0.02)
Expected Return
(0.01)
Please note that although Discipline Fund 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, Discipline Fund 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 Discipline Fund ETF etf's relative risk over its benchmark. Discipline Fund ETF has a beta of 0.50  . As returns on the market increase, Discipline Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Discipline Fund is 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 Discipline Fund Backtesting, Portfolio Optimization, Discipline Fund Correlation, Discipline Fund Hype Analysis, Discipline Fund Volatility, Discipline Fund History and analyze Discipline Fund Performance.

Discipline Fund Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Discipline Fund market risk premium is the additional return an investor will receive from holding Discipline Fund 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 Discipline Fund. 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 Discipline Fund's performance over market.
α-0.05   β0.50

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

Discipline Fund Market Price Analysis

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

Discipline Fund Return and Market Media

The median price of Discipline Fund for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 22.12 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 22.16, and mean deviation of 0.19. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
How the price action is used to our Advantage - Stock Traders Daily
02/14/2024
2
Learn to Evaluate using the Charts - Stock Traders Daily.com
03/06/2024
3
Discipline Fund ETF declares quarterly distribution of 0.0990
03/27/2024

About Discipline Fund 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 Discipline or other etfs. Alpha measures the amount that position in Discipline Fund ETF 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 Discipline Fund 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, Discipline Fund's short interest history, or implied volatility extrapolated from Discipline Fund options trading.

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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.

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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
When determining whether Discipline Fund ETF is a strong investment it is important to analyze Discipline Fund's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Discipline Fund's future performance. For an informed investment choice regarding Discipline Etf, refer to the following important reports:
Check out Discipline Fund Backtesting, Portfolio Optimization, Discipline Fund Correlation, Discipline Fund Hype Analysis, Discipline Fund Volatility, Discipline Fund History and analyze Discipline Fund Performance.
Note that the Discipline Fund ETF information on this page should be used as a complementary analysis to other Discipline Fund'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 the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Discipline Fund 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 Discipline Fund technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Discipline Fund 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...