Mackenzie Global Sustainable Etf Alpha and Beta Analysis

MDVD Etf  CAD 28.70  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 Mackenzie Global Sustainable. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mackenzie Global over a specified time horizon. Remember, high Mackenzie Global'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 Mackenzie Global's market risk premium analysis include:
Beta
0.19
Alpha
0.14
Risk
0.65
Sharpe Ratio
0.28
Expected Return
0.18
Please note that although Mackenzie Global 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, Mackenzie Global did 0.14  better 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 Mackenzie Global Sustainable etf's relative risk over its benchmark. Mackenzie Global Sus has a beta of 0.19  . As returns on the market increase, Mackenzie Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mackenzie Global is expected to be smaller as well. .
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Mackenzie Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mackenzie Global market risk premium is the additional return an investor will receive from holding Mackenzie Global 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 Mackenzie Global. 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 Mackenzie Global's performance over market.
α0.14   β0.19
0.130.130.190.220.6542%16%186%100%

Mackenzie Global Fundamentals Vs Peers

Comparing Mackenzie Global'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 Mackenzie Global's direct or indirect competition across all of the common fundamentals between Mackenzie Global and the related equities. This way, we can detect undervalued stocks with similar characteristics as Mackenzie Global or determine the etfs which would be an excellent addition to an existing portfolio. Peer analysis of Mackenzie Global's fundamental indicators could also be used in its relative valuation, which is a method of valuing Mackenzie Global by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Mackenzie Global to competition
FundamentalsMackenzie GlobalPeer Average
Beta0.48
One Year Return29.30 %(0.97) %
Three Year Return12.50 %3.23 %
Net Asset4.13 M2.29 B
Equity Positions Weight99.55 %52.82 %

Mackenzie Global Opportunities

Mackenzie Global Return and Market Media

The Etf received some media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.151Dec2025FebMar -6-4-202468
JavaScript chart by amCharts 3.21.15Mackenzie Global Sus Mackenzie Global Sus Dividend Benchmark Dow Jones Industrial
       Timeline  
1
Long Term Investment Analysis - Stock Traders Daily
03/10/2025

About Mackenzie Global 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 Mackenzie or other etfs. Alpha measures the amount that position in Mackenzie Global Sus 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 Mackenzie Global 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, Mackenzie Global's short interest history, or implied volatility extrapolated from Mackenzie Global options trading.

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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.

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Other Information on Investing in Mackenzie Etf

Mackenzie Global financial ratios help investors to determine whether Mackenzie Etf 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 Mackenzie with respect to the benefits of owning Mackenzie Global security.

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