Income Growth Fund Alpha and Beta Analysis
| AMADX Fund | USD 34.99 0.41 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Income Growth Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Income Growth over a specified time horizon. Remember, high Income Growth'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 Income Growth's market risk premium analysis include:
Beta 0.99 | Alpha (0.01) | Risk 0.65 | Sharpe Ratio 0.0457 | Expected Return 0.0295 |
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.
Income |
Income Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Income Growth market risk premium is the additional return an investor will receive from holding Income Growth 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 Income Growth. 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 Income Growth's performance over market.| α | -0.0091 | β | 0.99 |
Income Growth 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 Income Growth's Buy-and-hold return. Our buy-and-hold chart shows how Income Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Income Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Income Growth 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 Income Growth shares will generate the highest return on investment. By understating and applying Income Growth mutual fund market price indicators, traders can identify Income Growth position entry and exit signals to maximize returns.
Income Growth Return and Market Media
The median price of Income Growth for the period between Tue, Mar 5, 2024 and Mon, Jun 3, 2024 is 34.89 with a coefficient of variation of 1.48. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 34.93, and mean deviation of 0.44. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Income Growth 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 Income or other funds. Alpha measures the amount that position in Income 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 Income Growth 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, Income Growth's short interest history, or implied volatility extrapolated from Income Growth options trading.
Build Portfolio with Income Growth
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 Income Growth Backtesting, Portfolio Optimization, Income Growth Correlation, Income Growth Hype Analysis, Income Growth Volatility, Income Growth History and analyze Income Growth Performance. Note that the Income Growth information on this page should be used as a complementary analysis to other Income Growth'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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Income Growth 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.