361 Domestic Longshort Fund Alpha and Beta Analysis
ADMZX Fund | USD 8.18 0.01 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 361 Domestic Longshort. It also helps investors analyze the systematic and unsystematic risks associated with investing in 361 Domestic over a specified time horizon. Remember, high 361 Domestic'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 361 Domestic's market risk premium analysis include:
Beta 0.45 | Alpha 0.0313 | Risk 0.51 | Sharpe Ratio 0.16 | Expected Return 0.0809 |
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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361 Domestic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 361 Domestic market risk premium is the additional return an investor will receive from holding 361 Domestic 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 361 Domestic. 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 361 Domestic's performance over market.α | 0.03 | β | 0.45 |
361 Domestic 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 361 Domestic's Buy-and-hold return. Our buy-and-hold chart shows how 361 Domestic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.361 Domestic Market Price Analysis
Market price analysis indicators help investors to evaluate how 361 Domestic 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 361 Domestic shares will generate the highest return on investment. By understating and applying 361 Domestic mutual fund market price indicators, traders can identify 361 Domestic position entry and exit signals to maximize returns.
361 Domestic Return and Market Media
The median price of 361 Domestic for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 8.08 with a coefficient of variation of 1.92. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 8.04, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About 361 Domestic 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 361 or other funds. Alpha measures the amount that position in 361 Domestic Longshort 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 361 Domestic 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, 361 Domestic's short interest history, or implied volatility extrapolated from 361 Domestic options trading.
Build Portfolio with 361 Domestic
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
Check out 361 Domestic Backtesting, Portfolio Optimization, 361 Domestic Correlation, 361 Domestic Hype Analysis, 361 Domestic Volatility, 361 Domestic History and analyze 361 Domestic Performance. Note that the 361 Domestic Longshort information on this page should be used as a complementary analysis to other 361 Domestic's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
361 Domestic technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.