Bbh Intermediate Municipal Fund Alpha and Beta Analysis
| BBINX Fund | USD 10.30 0.01 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bbh Intermediate Municipal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bbh Intermediate over a specified time horizon. Remember, high Bbh Intermediate'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 Bbh Intermediate's market risk premium analysis include:
Beta 0.0338 | Alpha (0.01) | Risk 0.19 | Sharpe Ratio 0.0089 | Expected Return 0.0017 |
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.
Bbh |
Bbh Intermediate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bbh Intermediate market risk premium is the additional return an investor will receive from holding Bbh Intermediate 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 Bbh Intermediate. 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 Bbh Intermediate's performance over market.| α | -0.0068 | β | 0.03 |
Bbh Intermediate 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 Bbh Intermediate's Buy-and-hold return. Our buy-and-hold chart shows how Bbh Intermediate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bbh Intermediate Market Price Analysis
Market price analysis indicators help investors to evaluate how Bbh Intermediate 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 Bbh Intermediate shares will generate the highest return on investment. By understating and applying Bbh Intermediate mutual fund market price indicators, traders can identify Bbh Intermediate position entry and exit signals to maximize returns.
Bbh Intermediate Return and Market Media
The median price of Bbh Intermediate for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 10.32 with a coefficient of variation of 0.48. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 10.32, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Bbh Intermediate 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 Bbh or other funds. Alpha measures the amount that position in Bbh Intermediate Mun 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 Bbh Intermediate 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, Bbh Intermediate's short interest history, or implied volatility extrapolated from Bbh Intermediate options trading.
Build Portfolio with Bbh Intermediate
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 Bbh Mutual Fund
Bbh Intermediate financial ratios help investors to determine whether Bbh Mutual 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 Bbh with respect to the benefits of owning Bbh Intermediate security.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |