Japan Smaller Capitalization Fund Alpha and Beta Analysis
| JOF Fund | USD 8.00 0.03 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Japan Smaller Capitalization. It also helps investors analyze the systematic and unsystematic risks associated with investing in Japan Smaller over a specified time horizon. Remember, high Japan Smaller'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 Japan Smaller's market risk premium analysis include:
Beta 0.27 | Alpha (0.01) | Risk 0.85 | Sharpe Ratio 0.0088 | Expected Return 0.0075 |
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.
Japan |
Japan Smaller Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Japan Smaller market risk premium is the additional return an investor will receive from holding Japan Smaller 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 Japan Smaller. 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 Japan Smaller's performance over market.| α | -0.01 | β | 0.27 |
Japan Smaller 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 Japan Smaller's Buy-and-hold return. Our buy-and-hold chart shows how Japan Smaller performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Japan Smaller Market Price Analysis
Market price analysis indicators help investors to evaluate how Japan Smaller fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Japan Smaller shares will generate the highest return on investment. By understating and applying Japan Smaller fund market price indicators, traders can identify Japan Smaller position entry and exit signals to maximize returns.
Japan Smaller Return and Market Media
The median price of Japan Smaller for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 7.9 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 7.85, and mean deviation of 0.2. The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Slow pace of fund disbursements worries census advocates - Capitol News Illinois | 09/23/2024 |
2 | Didner You need a lot of money to start a new fund company - AMWatch | 09/27/2024 |
3 | BlackRock Municipal Income Fund, Inc. Announces Final Results of Tender Offer - Business Wire | 11/18/2024 |
4 | Japan Smaller Capitalization Fund, Inc. Declares 0.3118 Ordinary Income Distribution - GlobeNewswire | 12/09/2024 |
About Japan Smaller 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 Japan or other funds. Alpha measures the amount that position in Japan Smaller Capita 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 Japan Smaller 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, Japan Smaller's short interest history, or implied volatility extrapolated from Japan Smaller options trading.
Build Portfolio with Japan Smaller
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 Japan Fund
Japan Smaller financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Smaller security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |