AMUNDI MSCI (France) Alpha and Beta Analysis
| USRI Etf | 102.26 1.29 1.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AMUNDI MSCI USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in AMUNDI MSCI over a specified time horizon. Remember, high AMUNDI MSCI'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 AMUNDI MSCI's market risk premium analysis include:
Beta 0.65 | Alpha (0.04) | Risk 0.71 | Sharpe Ratio 0.0313 | Expected Return 0.0221 |
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.
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AMUNDI MSCI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AMUNDI MSCI market risk premium is the additional return an investor will receive from holding AMUNDI MSCI 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 AMUNDI MSCI. 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 AMUNDI MSCI's performance over market.| α | -0.04 | β | 0.65 |
AMUNDI MSCI Return and Market Media
Price Growth (%) |
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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 AMUNDI MSCI 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, AMUNDI MSCI's short interest history, or implied volatility extrapolated from AMUNDI MSCI options trading.
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Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
AMUNDI MSCI 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.