Dreyfusstandish Global Fixed Fund Alpha and Beta Analysis
DHGAX Fund | USD 19.82 0.03 0.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dreyfusstandish Global Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dreyfusstandish Global over a specified time horizon. Remember, high Dreyfusstandish Global'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 Dreyfusstandish Global's market risk premium analysis include:
Beta 0.15 | Alpha (0.01) | Risk 0.21 | Sharpe Ratio 0.0755 | Expected Return 0.016 |
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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Dreyfusstandish Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dreyfusstandish Global market risk premium is the additional return an investor will receive from holding Dreyfusstandish Global 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 Dreyfusstandish Global. 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 Dreyfusstandish Global's performance over market.α | -0.01 | β | 0.15 |
Dreyfusstandish Global 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 Dreyfusstandish Global's Buy-and-hold return. Our buy-and-hold chart shows how Dreyfusstandish Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dreyfusstandish Global Market Price Analysis
Market price analysis indicators help investors to evaluate how Dreyfusstandish Global 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 Dreyfusstandish Global shares will generate the highest return on investment. By understating and applying Dreyfusstandish Global mutual fund market price indicators, traders can identify Dreyfusstandish Global position entry and exit signals to maximize returns.
Dreyfusstandish Global Return and Market Media
The median price of Dreyfusstandish Global for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 19.64 with a coefficient of variation of 0.5. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 19.66, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dreyfusstandish Global 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 Dreyfusstandish or other funds. Alpha measures the amount that position in Dreyfusstandish Global 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 Dreyfusstandish Global 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, Dreyfusstandish Global's short interest history, or implied volatility extrapolated from Dreyfusstandish Global options trading.
Build Portfolio with Dreyfusstandish Global
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 Dreyfusstandish Global Backtesting, Portfolio Optimization, Dreyfusstandish Global Correlation, Dreyfusstandish Global Hype Analysis, Dreyfusstandish Global Volatility, Dreyfusstandish Global History and analyze Dreyfusstandish Global Performance. Note that the Dreyfusstandish Global information on this page should be used as a complementary analysis to other Dreyfusstandish Global'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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Complementary Tools for Dreyfusstandish Mutual Fund analysis
When running Dreyfusstandish Global's price analysis, check to measure Dreyfusstandish Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dreyfusstandish Global is operating at the current time. Most of Dreyfusstandish Global's value examination focuses on studying past and present price action to predict the probability of Dreyfusstandish Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dreyfusstandish Global's price. Additionally, you may evaluate how the addition of Dreyfusstandish Global to your portfolios can decrease your overall portfolio volatility.
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