Aristotle Funds Series Fund Alpha and Beta Analysis
| ARALX Fund | 12.86 0.03 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aristotle Funds Series. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aristotle Funds over a specified time horizon. Remember, high Aristotle Funds' 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 Aristotle Funds' market risk premium analysis include:
Beta 1.16 | Alpha 0.0268 | Risk 0.78 | Sharpe Ratio 0.0992 | Expected Return 0.0777 |
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.
Aristotle |
Aristotle Funds Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aristotle Funds market risk premium is the additional return an investor will receive from holding Aristotle Funds 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 Aristotle Funds. 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 Aristotle Funds' performance over market.| α | 0.03 | β | 1.16 |
Aristotle Funds Return and Market Media
The median price of Aristotle Funds for the period between Fri, Feb 23, 2024 and Thu, May 23, 2024 is 12.42 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 12.43, and mean deviation of 0.2. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goldman Strikes 43 Billion Investing Deal for UPS Pension Funds - Bloomberg | 05/16/2024 |
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 Aristotle Funds 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, Aristotle Funds' short interest history, or implied volatility extrapolated from Aristotle Funds options trading.
Build Portfolio with Aristotle Funds
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 Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Aristotle Funds 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.