Roumell Opportunistic Value Fund Alpha and Beta Analysis
| RAMSX Fund | USD 4.78 0.02 0.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roumell Opportunistic Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roumell Opportunistic over a specified time horizon. Remember, high Roumell Opportunistic'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 Roumell Opportunistic's market risk premium analysis include:
Beta 1.04 | Alpha 0.0183 | Risk 0.94 | Sharpe Ratio 0.0878 | Expected Return 0.0827 |
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.
Roumell |
Roumell Opportunistic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roumell Opportunistic market risk premium is the additional return an investor will receive from holding Roumell Opportunistic 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 Roumell Opportunistic. 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 Roumell Opportunistic's performance over market.| α | 0.02 | β | 1.04 |
Roumell Opportunistic 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 Roumell Opportunistic's Buy-and-hold return. Our buy-and-hold chart shows how Roumell Opportunistic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roumell Opportunistic Market Price Analysis
Market price analysis indicators help investors to evaluate how Roumell Opportunistic 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 Roumell Opportunistic shares will generate the highest return on investment. By understating and applying Roumell Opportunistic mutual fund market price indicators, traders can identify Roumell Opportunistic position entry and exit signals to maximize returns.
Roumell Opportunistic Return and Market Media
The median price of Roumell Opportunistic for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 4.79 with a coefficient of variation of 3.09. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 4.76, and mean deviation of 0.13. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Friday night deadline to vote on St. Louis NFL settlement spending ideas - Spectrum News | 02/01/2024 |
2 | Westpac to sell RAMS Home Loans, 16 years after saving it from GFC - The Australian Financial Review | 02/26/2024 |
About Roumell Opportunistic 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 Roumell or other funds. Alpha measures the amount that position in Roumell Opportunistic 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 Roumell Opportunistic 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, Roumell Opportunistic's short interest history, or implied volatility extrapolated from Roumell Opportunistic options trading.
Build Portfolio with Roumell Opportunistic
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 Roumell Opportunistic Backtesting, Portfolio Optimization, Roumell Opportunistic Correlation, Roumell Opportunistic Hype Analysis, Roumell Opportunistic Volatility, Roumell Opportunistic History and analyze Roumell Opportunistic Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Roumell Opportunistic 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.