Managed Volatility Fund Alpha and Beta Analysis
| BRBPX Fund | USD 16.68 0.05 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Managed Volatility Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Managed Volatility over a specified time horizon. Remember, high Managed Volatility'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 Managed Volatility's market risk premium analysis include:
Beta 0.28 | Alpha (0) | Risk 0.23 | Sharpe Ratio 0.17 | Expected Return 0.0404 |
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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Managed Volatility Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Managed Volatility market risk premium is the additional return an investor will receive from holding Managed Volatility 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 Managed Volatility. 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 Managed Volatility's performance over market.| α | -0.0014 | β | 0.28 |
Managed Volatility 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 Managed Volatility's Buy-and-hold return. Our buy-and-hold chart shows how Managed Volatility performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Managed Volatility Market Price Analysis
Market price analysis indicators help investors to evaluate how Managed Volatility 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 Managed Volatility shares will generate the highest return on investment. By understating and applying Managed Volatility mutual fund market price indicators, traders can identify Managed Volatility position entry and exit signals to maximize returns.
Managed Volatility Return and Market Media
The median price of Managed Volatility for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 16.55 with a coefficient of variation of 0.69. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 16.54, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Managed Volatility 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 Managed or other funds. Alpha measures the amount that position in Managed Volatility 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 Managed Volatility 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, Managed Volatility's short interest history, or implied volatility extrapolated from Managed Volatility options trading.
Build Portfolio with Managed Volatility
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 Managed Volatility Backtesting, Portfolio Optimization, Managed Volatility Correlation, Managed Volatility Hype Analysis, Managed Volatility Volatility, Managed Volatility History and analyze Managed Volatility Performance. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Managed Volatility 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.