Ft Cboe Vest Etf Alpha and Beta Analysis

KNG Etf  USD 51.61  0.58  1.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FT Cboe Vest. It also helps investors analyze the systematic and unsystematic risks associated with investing in FT Cboe over a specified time horizon. Remember, high FT Cboe'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 FT Cboe's market risk premium analysis include:
Beta
0.0084
Alpha
0.0379
Risk
0.58
Sharpe Ratio
0.0831
Expected Return
0.0485
Please note that although FT Cboe 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, FT Cboe did 0.04  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 FT Cboe Vest etf's relative risk over its benchmark. FT Cboe Vest has a beta of 0.01  . As returns on the market increase, FT Cboe's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Cboe 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 FT Cboe Backtesting, Portfolio Optimization, FT Cboe Correlation, FT Cboe Hype Analysis, FT Cboe Volatility, FT Cboe History and analyze FT Cboe Performance.

FT Cboe Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FT Cboe market risk premium is the additional return an investor will receive from holding FT Cboe 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 FT Cboe. 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 FT Cboe's performance over market.
α0.04   β0.01

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

FT Cboe Market Price Analysis

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

FT Cboe Return and Market Media

The median price of FT Cboe for the period between Tue, Jan 16, 2024 and Mon, Apr 15, 2024 is 51.54 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 1.12, arithmetic mean of 51.53, and mean deviation of 0.98. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About FT Cboe 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 KNG or other etfs. Alpha measures the amount that position in FT Cboe Vest 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 FT Cboe 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, FT Cboe's short interest history, or implied volatility extrapolated from FT Cboe options trading.

Build Portfolio with FT Cboe

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
When determining whether FT Cboe Vest is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if KNG Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ft Cboe Vest Etf. Highlighted below are key reports to facilitate an investment decision about Ft Cboe Vest Etf:
Check out FT Cboe Backtesting, Portfolio Optimization, FT Cboe Correlation, FT Cboe Hype Analysis, FT Cboe Volatility, FT Cboe History and analyze FT Cboe Performance.
You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
FT Cboe 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 FT Cboe technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of FT Cboe 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...