This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Japan 2x Strategy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Japan 2x over a specified time horizon. Remember, high Japan 2x'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 Japan 2x's market risk premium analysis include:
Please note that although Japan 2x 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, Japan 2x did 0.028553 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 Japan 2x Strategy fund's relative risk over its benchmark. Japan 2x Strategy has a beta of 0.59 . As returns on the market increase, Japan 2x returns are expected to increase less than the market. However, during the bear market, the loss on holding Japan 2x will be 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 Japan 2x Backtesting, Portfolio Optimization, Japan 2x Correlation, Japan 2x Hype Analysis, Japan 2x Volatility, Japan 2x History and analyze Japan 2x Performance.
Japan 2x Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Japan 2x market risk premium is the additional return an investor will receive from holding Japan 2x 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 Japan 2x. 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 Japan 2x's performance over market.
Japan 2x expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Japan 2x's Buy-and-hold return. Our buy-and-hold chart shows how Japan 2x performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
Japan 2x Market Price Analysis
Market price analysis indicators help investors to evaluate how Japan 2x mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Japan 2x shares will generate the highest return on investment. By understating and applying Japan 2x mutual fund market price indicators, traders can identify Japan 2x position entry and exit signals to maximize returns.
Japan 2x Return and Market MediaThe median price of Japan 2x for the period between Wed, Aug 30, 2023 and Tue, Nov 28, 2023 is 102.41 with a coefficient of variation of 6.04. The daily time series for the period is distributed with a sample standard deviation of 6.24, arithmetic mean of 103.32, and mean deviation of 5.38. The Fund did not receive any noticable media coverage during the period.
About Japan 2x Beta and Alpha
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 Japan 2x 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, Japan 2x's short interest history, or implied volatility extrapolated from Japan 2x options trading.
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Check out Japan 2x Backtesting, Portfolio Optimization, Japan 2x Correlation, Japan 2x Hype Analysis, Japan 2x Volatility, Japan 2x History and analyze Japan 2x Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Japan Mutual Fund analysis
When running Japan 2x's price analysis, check to measure Japan 2x'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 Japan 2x is operating at the current time. Most of Japan 2x's value examination focuses on studying past and present price action to predict the probability of Japan 2x's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan 2x's price. Additionally, you may evaluate how the addition of Japan 2x to your portfolios can decrease your overall portfolio volatility.
Japan 2x technical mutual fund 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, fund market cycles, or different charting patterns.