Global Centrated Portfolio Fund Alpha and Beta Analysis
| MLNCX Fund | USD 23.21 0.06 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Centrated Portfolio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Centrated over a specified time horizon. Remember, high Global Centrated'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 Global Centrated's market risk premium analysis include:
Beta 0.005 | Alpha 0.19 | Risk 0.92 | Sharpe Ratio 0.14 | Expected Return 0.13 |
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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Global Centrated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Centrated market risk premium is the additional return an investor will receive from holding Global Centrated 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 Global Centrated. 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 Global Centrated's performance over market.| α | 0.19 | β | 0.01 |
Global Centrated 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 Global Centrated's Buy-and-hold return. Our buy-and-hold chart shows how Global Centrated performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Centrated Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Centrated 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 Global Centrated shares will generate the highest return on investment. By understating and applying Global Centrated mutual fund market price indicators, traders can identify Global Centrated position entry and exit signals to maximize returns.
Global Centrated Return and Market Media
The median price of Global Centrated for the period between Thu, Aug 15, 2024 and Wed, Nov 13, 2024 is 21.98 with a coefficient of variation of 2.88. The daily time series for the period is distributed with a sample standard deviation of 0.63, arithmetic mean of 22.0, and mean deviation of 0.49. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Global Centrated 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 Global or other funds. Alpha measures the amount that position in Global Centrated Por 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 Global Centrated 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, Global Centrated's short interest history, or implied volatility extrapolated from Global Centrated options trading.
Build Portfolio with Global Centrated
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 Global Mutual Fund
Global Centrated financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Centrated security.
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