Qs Defensive Growth Fund Alpha and Beta Analysis
| SBCLX Fund | USD 13.22 0.01 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qs Defensive Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qs Defensive over a specified time horizon. Remember, high Qs Defensive'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 Qs Defensive's market risk premium analysis include:
Beta 0.59 | Alpha (0.04) | Risk 0.44 | Sharpe Ratio (0.02) | Expected Return (0.01) |
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.
SBCLX |
Qs Defensive Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qs Defensive market risk premium is the additional return an investor will receive from holding Qs Defensive 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 Qs Defensive. 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 Qs Defensive's performance over market.| α | -0.04 | β | 0.59 |
Qs Defensive 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 Qs Defensive's Buy-and-hold return. Our buy-and-hold chart shows how Qs Defensive performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qs Defensive Market Price Analysis
Market price analysis indicators help investors to evaluate how Qs Defensive 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 Qs Defensive shares will generate the highest return on investment. By understating and applying Qs Defensive mutual fund market price indicators, traders can identify Qs Defensive position entry and exit signals to maximize returns.
Qs Defensive Return and Market Media
The median price of Qs Defensive for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 13.39 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 13.41, and mean deviation of 0.13. The Fund received some media coverage during the period. Price Growth (%) |
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About Qs Defensive 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 SBCLX or other funds. Alpha measures the amount that position in Qs Defensive Growth 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 Qs Defensive 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, Qs Defensive's short interest history, or implied volatility extrapolated from Qs Defensive options trading.
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Check out Qs Defensive Backtesting, Portfolio Optimization, Qs Defensive Correlation, Qs Defensive Hype Analysis, Qs Defensive Volatility, Qs Defensive History and analyze Qs Defensive Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Qs Defensive 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.