EMLES Etf Alpha and Beta Analysis

REC
 Etf
  

USD 20.06  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EMLES REAL ESTATE. It also helps investors analyze the systematic and unsystematic risks associated with investing in EMLES REAL over a specified time horizon. Remember, high EMLES REAL'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.
Additionally, take a look at Your Equity Center.
  
Please note that although EMLES REAL 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, EMLES REAL did 0.13  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 EMLES REAL ESTATE etf's relative risk over its benchmark. EMLES REAL ESTATE has a beta of 0.0187  . Let's try to break down what EMLES's beta means in this case. As returns on the market increase, EMLES REAL returns are expected to increase less than the market. However, during the bear market, the loss on holding EMLES REAL 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.

EMLES REAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EMLES REAL market risk premium is the additional return an investor will receive from holding EMLES REAL 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 EMLES REAL. 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 EMLES REAL's performance over market.
α-0.13   β0.0187
90 days against NYA

EMLES REAL Fundamentals Vs Peers

Comparing EMLES REAL'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 EMLES REAL's direct or indirect competition across all of the common fundamentals between EMLES REAL and the related equities. This way, we can detect undervalued stocks with similar characteristics as EMLES REAL or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of EMLES REAL's fundamental indicators could also be used in its relative valuation, which is a method of valuing EMLES REAL by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare EMLES REAL to competition
FundamentalsEMLES REALPeer Average
One Year Return(16.12) %(0.97) %
Net Asset4.06 M2.29 B

EMLES REAL Opportunities

EMLES REAL Return and Market Media

The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About EMLES REAL 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 EMLES or other etfs. Alpha measures the amount that position in EMLES REAL ESTATE 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.
 2019 2020 2021 2022 (projected)
Calculated Tax Rate17.6413.0314.9920.38
Interest Coverage1.00.80.720.78
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 EMLES REAL 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, EMLES REAL's short interest history, or implied volatility extrapolated from EMLES REAL options trading.

Build Portfolio with EMLES REAL

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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Align your risk with return expectations

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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
Additionally, take a look at Your Equity Center. Note that the EMLES REAL ESTATE information on this page should be used as a complementary analysis to other EMLES REAL'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Other Tools for EMLES Etf

When running EMLES REAL ESTATE price analysis, check to measure EMLES REAL'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 EMLES REAL is operating at the current time. Most of EMLES REAL's value examination focuses on studying past and present price action to predict the probability of EMLES REAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move EMLES REAL's price. Additionally, you may evaluate how the addition of EMLES REAL to your portfolios can decrease your overall portfolio volatility.
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