Davis Appreciation Income Fund Alpha and Beta Analysis
| DCSCX Fund | USD 58.63 0.25 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Davis Appreciation Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Davis Appreciation over a specified time horizon. Remember, high Davis Appreciation'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 Davis Appreciation's market risk premium analysis include:
Beta 0.78 | Alpha 0.0178 | Risk 0.56 | Sharpe Ratio 0.18 | Expected Return 0.1 |
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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Davis Appreciation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Davis Appreciation market risk premium is the additional return an investor will receive from holding Davis Appreciation 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 Davis Appreciation. 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 Davis Appreciation's performance over market.| α | 0.02 | β | 0.78 |
Davis Appreciation 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 Davis Appreciation's Buy-and-hold return. Our buy-and-hold chart shows how Davis Appreciation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Davis Appreciation Market Price Analysis
Market price analysis indicators help investors to evaluate how Davis Appreciation 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 Davis Appreciation shares will generate the highest return on investment. By understating and applying Davis Appreciation mutual fund market price indicators, traders can identify Davis Appreciation position entry and exit signals to maximize returns.
Davis Appreciation Return and Market Media
The median price of Davis Appreciation for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 57.83 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 57.51, and mean deviation of 1.01. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Davis Appreciation 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 Davis or other funds. Alpha measures the amount that position in Davis Appreciation 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 Davis Appreciation 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, Davis Appreciation's short interest history, or implied volatility extrapolated from Davis Appreciation options trading.
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Check out Davis Appreciation Backtesting, Portfolio Optimization, Davis Appreciation Correlation, Davis Appreciation Hype Analysis, Davis Appreciation Volatility, Davis Appreciation History and analyze Davis Appreciation Performance. Note that the Davis Appreciation information on this page should be used as a complementary analysis to other Davis Appreciation'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 the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Davis Appreciation 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.