Equity Growth Fund Alpha and Beta Analysis

AMEIX Fund  USD 30.26  0.22  0.73%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Equity Growth Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Equity Growth over a specified time horizon. Remember, high Equity Growth'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 Equity Growth's market risk premium analysis include:
Beta
1.01
Alpha
0.0408
Risk
0.71
Sharpe Ratio
0.25
Expected Return
0.18
Please note that although Equity Growth 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, Equity Growth 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 Equity Growth Fund fund's relative risk over its benchmark. Equity Growth Fund has a beta of 1.01  . Equity Growth returns are very sensitive to returns on the market. As the market goes up or down, Equity Growth is expected to follow. .
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 Equity Growth Backtesting, Portfolio Optimization, Equity Growth Correlation, Equity Growth Hype Analysis, Equity Growth Volatility, Equity Growth History and analyze Equity Growth Performance.

Equity Growth Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Equity Growth market risk premium is the additional return an investor will receive from holding Equity Growth 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 Equity Growth. 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 Equity Growth's performance over market.
α0.04   β1.01

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

Equity Growth Market Price Analysis

Market price analysis indicators help investors to evaluate how Equity Growth 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 Equity Growth shares will generate the highest return on investment. By understating and applying Equity Growth mutual fund market price indicators, traders can identify Equity Growth position entry and exit signals to maximize returns.

Equity Growth Return and Market Media

The median price of Equity Growth for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 28.57 with a coefficient of variation of 3.88. The daily time series for the period is distributed with a sample standard deviation of 1.11, arithmetic mean of 28.47, and mean deviation of 0.95. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Revolut is buffing its finance team with ex-Citi MDs and AmEx VPs - eFinancialCareers
01/18/2024
2
American Financial Q4 Earnings, Revenues Top Estimates - Zacks Investment Research
02/07/2024

About Equity Growth 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 Equity or other funds. Alpha measures the amount that position in Equity Growth Fund 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 Equity Growth 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, Equity Growth's short interest history, or implied volatility extrapolated from Equity Growth options trading.

Build Portfolio with Equity Growth

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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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
Check out Equity Growth Backtesting, Portfolio Optimization, Equity Growth Correlation, Equity Growth Hype Analysis, Equity Growth Volatility, Equity Growth History and analyze Equity Growth Performance.
You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

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When running Equity Growth's price analysis, check to measure Equity Growth'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 Equity Growth is operating at the current time. Most of Equity Growth's value examination focuses on studying past and present price action to predict the probability of Equity Growth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Equity Growth's price. Additionally, you may evaluate how the addition of Equity Growth to your portfolios can decrease your overall portfolio volatility.
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Equity Growth 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.
A focus of Equity Growth technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Equity Growth 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...