Kraneshares Electric Vehicles Etf Alpha and Beta Analysis
| KARS Etf | USD 22.72 0.07 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KraneShares Electric Vehicles. It also helps investors analyze the systematic and unsystematic risks associated with investing in KraneShares Electric over a specified time horizon. Remember, high KraneShares Electric'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 KraneShares Electric's market risk premium analysis include:
Beta 1.6 | Alpha 0.0341 | Risk 1.67 | Sharpe Ratio 0.11 | Expected Return 0.18 |
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.
KraneShares |
KraneShares Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KraneShares Electric market risk premium is the additional return an investor will receive from holding KraneShares Electric 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 KraneShares Electric. 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 KraneShares Electric's performance over market.| α | 0.03 | β | 1.60 |
KraneShares Electric 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 KraneShares Electric's Buy-and-hold return. Our buy-and-hold chart shows how KraneShares Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.KraneShares Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how KraneShares Electric etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading KraneShares Electric shares will generate the highest return on investment. By understating and applying KraneShares Electric etf market price indicators, traders can identify KraneShares Electric position entry and exit signals to maximize returns.
KraneShares Electric Return and Market Media
The median price of KraneShares Electric for the period between Sat, Feb 3, 2024 and Fri, May 3, 2024 is 22.15 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 21.93, and mean deviation of 0.6. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Charging Forward Exploring Opportunities in Electric Vehicle Stocks Amidst Market Fluctuations - KraneShares | 02/15/2024 |
2 | Self-Driving Cars Will Take Time Munster Explains What Nvidias Q4 Automotive Revenue Slide Means For Future Of EVs | 02/22/2024 |
3 | Chinas EV Industry Red Hot Consider EV ETF KARS - ETF Trends | 03/04/2024 |
4 | EV Maker BYD Reigns Supreme, KARS Makes It Yours - ETF Trends | 03/27/2024 |
5 | Look Closer Cathie Woods Ark Analyst Explains Why EVs Seem To Be Entering, Not Ending, A Traditional Adoption Curve | 04/11/2024 |
About KraneShares Electric 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 KraneShares or other etfs. Alpha measures the amount that position in KraneShares Electric 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 KraneShares Electric 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, KraneShares Electric's short interest history, or implied volatility extrapolated from KraneShares Electric options trading.
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Check out KraneShares Electric Backtesting, Portfolio Optimization, KraneShares Electric Correlation, KraneShares Electric Hype Analysis, KraneShares Electric Volatility, KraneShares Electric History and analyze KraneShares Electric Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
KraneShares Electric 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.