Adams Diversified Equity Fund Alpha and Beta Analysis
| ADX Fund | USD 21.40 0.11 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adams Diversified Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adams Diversified over a specified time horizon. Remember, high Adams Diversified'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 Adams Diversified's market risk premium analysis include:
Beta 0.94 | Alpha (0.07) | Risk 1.07 | Sharpe Ratio 0.045 | Expected Return 0.0482 |
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.
Adams |
Adams Diversified Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adams Diversified market risk premium is the additional return an investor will receive from holding Adams Diversified 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 Adams Diversified. 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 Adams Diversified's performance over market.| α | -0.07 | β | 0.94 |
Adams Diversified 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 Adams Diversified's Buy-and-hold return. Our buy-and-hold chart shows how Adams Diversified performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Adams Diversified Market Price Analysis
Market price analysis indicators help investors to evaluate how Adams Diversified fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Adams Diversified shares will generate the highest return on investment. By understating and applying Adams Diversified fund market price indicators, traders can identify Adams Diversified position entry and exit signals to maximize returns.
Adams Diversified Return and Market Media
The median price of Adams Diversified for the period between Sat, Jun 22, 2024 and Fri, Sep 20, 2024 is 21.08 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 21.06, and mean deviation of 0.32. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Adams Diversified Equity Fund Hits New 52-Week High at 22.00 - MarketBeat | 07/01/2024 |
2 | Adams Diversified Equity Fund Hits New 12-Month High at 22.42 - MarketBeat | 07/16/2024 |
3 | Adams Diversified Equity Fund Announces Preliminary Tender Offer Results - StockTitan | 08/05/2024 |
About Adams Diversified 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 Adams or other funds. Alpha measures the amount that position in Adams Diversified Equity 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 Adams Diversified 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, Adams Diversified's short interest history, or implied volatility extrapolated from Adams Diversified options trading.
Build Portfolio with Adams Diversified
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.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Adams Fund
Adams Diversified financial ratios help investors to determine whether Adams Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Adams with respect to the benefits of owning Adams Diversified security.
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |