Ab Global E Fund Alpha and Beta Analysis

GCEYX Fund  USD 16.58  0.13  0.79%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ab Global E. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ab Global over a specified time horizon. Remember, high Ab Global'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 Ab Global's market risk premium analysis include:
Beta
0.94
Alpha
(0.03)
Risk
0.6
Sharpe Ratio
0.15
Expected Return
0.0912
Please note that although Ab Global 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, Ab Global did 0.03  worse 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 Ab Global E fund's relative risk over its benchmark. Ab Global E has a beta of 0.94  . Ab Global returns are very sensitive to returns on the market. As the market goes up or down, Ab Global 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 Ab Global Backtesting, Portfolio Optimization, Ab Global Correlation, Ab Global Hype Analysis, Ab Global Volatility, Ab Global History and analyze Ab Global Performance.

Ab Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ab Global market risk premium is the additional return an investor will receive from holding Ab Global 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 Ab Global. 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 Ab Global's performance over market.
α-0.03   β0.94

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

Ab Global Market Price Analysis

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

Ab Global Return and Market Media

The median price of Ab Global for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 15.88 with a coefficient of variation of 2.22. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 15.91, and mean deviation of 0.3. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Kirkland Adds Five-Lawyer Investment Funds Team From Goodwin The American Lawyer - Law.com
02/01/2024

About Ab Global 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 GCEYX or other funds. Alpha measures the amount that position in Ab Global E 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 Ab Global 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, Ab Global's short interest history, or implied volatility extrapolated from Ab Global options trading.

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