Fundo Invest (Brazil) Alpha and Beta Analysis

CTXT11 Fund  BRL 6.50  0.13  1.96%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fundo Invest Imobiliario. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fundo Invest over a specified time horizon. Remember, high Fundo Invest'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 Fundo Invest's market risk premium analysis include:
Beta
(0.47)
Alpha
(0.22)
Risk
4.06
Sharpe Ratio
(0.05)
Expected Return
(0.19)
Please note that although Fundo Invest alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Fundo Invest did 0.22  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Fundo Invest Imobiliario fund's relative risk over its benchmark. Fundo Invest Imobiliario has a beta of 0.47  . As returns on the market increase, returns on owning Fundo Invest are expected to decrease at a much lower rate. During the bear market, Fundo Invest is likely to outperform the market. .
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.
  
Check out Fundo Invest Backtesting, Portfolio Optimization, Fundo Invest Correlation, Fundo Invest Hype Analysis, Fundo Invest Volatility, Fundo Invest History and analyze Fundo Invest Performance.

Fundo Invest Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fundo Invest market risk premium is the additional return an investor will receive from holding Fundo Invest 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 Fundo Invest. 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 Fundo Invest's performance over market.
α-0.22   β-0.47

Fundo Invest 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 Fundo Invest's Buy-and-hold return. Our buy-and-hold chart shows how Fundo Invest performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fundo Invest Market Price Analysis

Market price analysis indicators help investors to evaluate how Fundo Invest fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fundo Invest shares will generate the highest return on investment. By understating and applying Fundo Invest fund market price indicators, traders can identify Fundo Invest position entry and exit signals to maximize returns.

Fundo Invest Return and Market Media

The median price of Fundo Invest for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 7.06 with a coefficient of variation of 7.71. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 6.87, and mean deviation of 0.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Fundo Invest 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 Fundo or other funds. Alpha measures the amount that position in Fundo Invest Imobiliario 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 Fundo Invest 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, Fundo Invest's short interest history, or implied volatility extrapolated from Fundo Invest options trading.

Build Portfolio with Fundo Invest

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Fundo Fund

Fundo Invest financial ratios help investors to determine whether Fundo Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fundo with respect to the benefits of owning Fundo Invest security.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
FinTech Suite
Use AI to screen and filter profitable investment opportunities
Commodity Channel
Use Commodity Channel Index to analyze current equity momentum
Money Managers
Screen money managers from public funds and ETFs managed around the world