ISHARES V (UK) 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 V PUBLIC. It also helps investors analyze the systematic and unsystematic risks associated with investing in ISHARES V over a specified time horizon. Remember, high ISHARES V'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.
Check out Risk vs Return Analysis.
  
Please note that although ISHARES V 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 V did 0.00  better 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 V PUBLIC etf's relative risk over its benchmark. ISHARES V PUBLIC has a beta of 0.00  . Let's try to break down what ISHARES's beta means in this case. The returns on DOW and ISHARES V are completely uncorrelated.
.
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 V Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ISHARES V market risk premium is the additional return an investor will receive from holding ISHARES V 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 V. 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 V's performance over market.
α0.00   β0.00
90 days against DJI
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 V 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 V's short interest history, or implied volatility extrapolated from ISHARES V options trading.

Build Portfolio with ISHARES V

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 Risk vs Return Analysis. Note that the ISHARES V PUBLIC information on this page should be used as a complementary analysis to other ISHARES V'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.

Other Tools for ISHARES Etf

When running ISHARES V PUBLIC price analysis, check to measure ISHARES V'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 V is operating at the current time. Most of ISHARES V's value examination focuses on studying past and present price action to predict the probability of ISHARES V's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ISHARES V's price. Additionally, you may evaluate how the addition of ISHARES V to your portfolios can decrease your overall portfolio volatility.
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Positions Ratings
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
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go