Vy Baron Growth Fund Alpha and Beta Analysis
| IBCGX Fund | USD 20.80 0.25 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vy Baron Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vy Baron over a specified time horizon. Remember, high Vy Baron'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 Vy Baron's market risk premium analysis include:
Beta 1 | Alpha (0.06) | Risk 0.92 | Sharpe Ratio (0.03) | Expected Return (0.03) |
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.
IBCGX |
Vy Baron Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vy Baron market risk premium is the additional return an investor will receive from holding Vy Baron 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 Vy Baron. 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 Vy Baron's performance over market.| α | -0.06 | β | 1.00 |
Vy Baron 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 Vy Baron's Buy-and-hold return. Our buy-and-hold chart shows how Vy Baron performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vy Baron Market Price Analysis
Market price analysis indicators help investors to evaluate how Vy Baron 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 Vy Baron shares will generate the highest return on investment. By understating and applying Vy Baron mutual fund market price indicators, traders can identify Vy Baron position entry and exit signals to maximize returns.
Vy Baron Return and Market Media
The median price of Vy Baron for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 21.32 with a coefficient of variation of 1.72. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 21.36, and mean deviation of 0.3. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Vy Baron 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 IBCGX or other funds. Alpha measures the amount that position in Vy Baron 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 Vy Baron 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, Vy Baron's short interest history, or implied volatility extrapolated from Vy Baron options trading.
Build Portfolio with Vy Baron
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
Other Information on Investing in IBCGX Mutual Fund
Vy Baron financial ratios help investors to determine whether IBCGX Mutual 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 IBCGX with respect to the benefits of owning Vy Baron security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |