IShares Treasury (Switzerland) 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 Treasury Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in IShares Treasury over a specified time horizon. Remember, high IShares Treasury'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 IShares Treasury's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 |
IShares Treasury Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IShares Treasury market risk premium is the additional return an investor will receive from holding IShares Treasury 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 Treasury. 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 Treasury's performance over market.| α | 0.00 | β | 0.00 |
IShares Treasury Fundamentals Vs Peers
Comparing IShares Treasury's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze IShares Treasury's direct or indirect competition across all of the common fundamentals between IShares Treasury and the related equities. This way, we can detect undervalued stocks with similar characteristics as IShares Treasury or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of IShares Treasury's fundamental indicators could also be used in its relative valuation, which is a method of valuing IShares Treasury by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare IShares Treasury to competition |
| Fundamentals | IShares Treasury | Peer Average |
| One Year Return | 3.88 % | (0.97) % |
| Three Year Return | 1.21 % | 3.23 % |
| Five Year Return | 1.08 % | 1.12 % |
| Ten Year Return | 1.07 % | 1.20 % |
| Net Asset | 3.33 B | 2.29 B |
| Last Dividend Paid | 0.84 | 0.14 |
| Bond Positions Weight | 99.88 % | 8.16 % |
IShares Treasury Opportunities
IShares Treasury Return and Market Media
The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About IShares Treasury 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 IShares or other etfs. Alpha measures the amount that position in iShares Treasury Bond 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 IShares Treasury 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 Treasury's short interest history, or implied volatility extrapolated from IShares Treasury options trading.
Build Portfolio with IShares Treasury
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Align your risk with return expectations
Check out IShares Treasury Backtesting, Portfolio Optimization, IShares Treasury Correlation, IShares Treasury Hype Analysis, IShares Treasury Volatility, IShares Treasury History and analyze IShares Treasury Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
IShares Treasury 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.