Navigator Equity Hedged Fund Alpha and Beta Analysis
NAVAX Fund | USD 8.95 0.08 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navigator Equity Hedged. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navigator Equity over a specified time horizon. Remember, high Navigator Equity'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 Navigator Equity's market risk premium analysis include:
Beta 0.89 | Alpha (0.06) | Risk 0.73 | Sharpe Ratio (0.01) | Expected Return (0) |
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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Navigator Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navigator Equity market risk premium is the additional return an investor will receive from holding Navigator Equity 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 Navigator Equity. 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 Navigator Equity's performance over market.α | -0.06 | β | 0.89 |
Navigator Equity 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 Navigator Equity's Buy-and-hold return. Our buy-and-hold chart shows how Navigator Equity performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navigator Equity Market Price Analysis
Market price analysis indicators help investors to evaluate how Navigator Equity 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 Navigator Equity shares will generate the highest return on investment. By understating and applying Navigator Equity mutual fund market price indicators, traders can identify Navigator Equity position entry and exit signals to maximize returns.
Navigator Equity Return and Market Media
The median price of Navigator Equity for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 9.11 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 9.13, and mean deviation of 0.12. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Navigator Equity 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 Navigator or other funds. Alpha measures the amount that position in Navigator Equity Hedged 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 Navigator Equity 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, Navigator Equity's short interest history, or implied volatility extrapolated from Navigator Equity options trading.
Build Portfolio with Navigator Equity
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Align your risk with return expectations
Check out Navigator Equity Backtesting, Portfolio Optimization, Navigator Equity Correlation, Navigator Equity Hype Analysis, Navigator Equity Volatility, Navigator Equity History and analyze Navigator Equity Performance. Note that the Navigator Equity Hedged information on this page should be used as a complementary analysis to other Navigator Equity'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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Navigator Equity 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.