Intermediate Government Bond Fund Alpha and Beta Analysis
| DPIGX Fund | USD 9.53 0.01 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Intermediate Government Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Intermediate Government over a specified time horizon. Remember, high Intermediate Government'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 Intermediate Government's market risk premium analysis include:
Beta (0.01) | Alpha 0.0203 | Risk 0.0861 | Sharpe Ratio 0.35 | Expected Return 0.0303 |
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.
INTERMEDIATE |
Intermediate Government Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Intermediate Government market risk premium is the additional return an investor will receive from holding Intermediate Government 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 Intermediate Government. 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 Intermediate Government's performance over market.| α | 0.02 | β | -0.01 |
Intermediate Government 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 Intermediate Government's Buy-and-hold return. Our buy-and-hold chart shows how Intermediate Government performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Intermediate Government Market Price Analysis
Market price analysis indicators help investors to evaluate how Intermediate Government 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 Intermediate Government shares will generate the highest return on investment. By understating and applying Intermediate Government mutual fund market price indicators, traders can identify Intermediate Government position entry and exit signals to maximize returns.
Intermediate Government Return and Market Media
The median price of Intermediate Government for the period between Sun, Jun 23, 2024 and Sat, Sep 21, 2024 is 9.45 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 9.44, and mean deviation of 0.05. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Intermediate Government 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 INTERMEDIATE or other funds. Alpha measures the amount that position in Intermediate Government 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 Intermediate Government 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, Intermediate Government's short interest history, or implied volatility extrapolated from Intermediate Government options trading.
Build Portfolio with Intermediate Government
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 INTERMEDIATE Mutual Fund
Intermediate Government financial ratios help investors to determine whether INTERMEDIATE 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 INTERMEDIATE with respect to the benefits of owning Intermediate Government security.
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |