Columbia Integrated Small Fund Alpha and Beta Analysis
| ISGLX Fund | USD 17.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Columbia Integrated Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia Integrated over a specified time horizon. Remember, high Columbia Integrated'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 Columbia Integrated's market risk premium analysis include:
Beta (0.02) | Alpha 0.19 | Risk 1.32 | Sharpe Ratio 0.21 | Expected Return 0.28 |
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.
Columbia |
Columbia Integrated Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia Integrated market risk premium is the additional return an investor will receive from holding Columbia Integrated 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 Columbia Integrated. 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 Columbia Integrated's performance over market.| α | 0.19 | β | -0.02 |
Columbia Integrated Fundamentals Vs Peers
Comparing Columbia Integrated's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Columbia Integrated's direct or indirect competition across all of the common fundamentals between Columbia Integrated and the related equities. This way, we can detect undervalued stocks with similar characteristics as Columbia Integrated or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Columbia Integrated's fundamental indicators could also be used in its relative valuation, which is a method of valuing Columbia Integrated by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Columbia Integrated to competition |
| Fundamentals | Columbia Integrated | Peer Average |
| Net Asset | 46.31 M | 4.11 B |
| Minimum Initial Investment | 1000 K | 976.16 K |
| Equity Positions Weight | 100.00 % | 63.90 % |
Columbia Integrated Opportunities
Columbia Integrated Return and Market Media
The Fund received some media coverage during the period. Price Growth (%) |
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About Columbia Integrated 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 Columbia or other funds. Alpha measures the amount that position in Columbia Integrated Small 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 Columbia Integrated 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, Columbia Integrated's short interest history, or implied volatility extrapolated from Columbia Integrated options trading.
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Other Information on Investing in Columbia Mutual Fund
Columbia Integrated financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Integrated security.
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