Brandes Emerging Markets Fund Alpha and Beta Analysis

BEMAX Fund  USD 8.67  0.07  0.81%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brandes Emerging Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brandes Emerging over a specified time horizon. Remember, high Brandes Emerging'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 Brandes Emerging's market risk premium analysis include:
Beta
0.29
Alpha
(0)
Risk
1
Sharpe Ratio
0.0733
Expected Return
0.073
Please note that although Brandes Emerging 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, Brandes Emerging did 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 Brandes Emerging Markets fund's relative risk over its benchmark. Brandes Emerging Markets has a beta of 0.29  . As returns on the market increase, Brandes Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brandes Emerging 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 Brandes Emerging Backtesting, Portfolio Optimization, Brandes Emerging Correlation, Brandes Emerging Hype Analysis, Brandes Emerging Volatility, Brandes Emerging History and analyze Brandes Emerging Performance.

Brandes Emerging Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brandes Emerging market risk premium is the additional return an investor will receive from holding Brandes Emerging 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 Brandes Emerging. 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 Brandes Emerging's performance over market.
α-0.0034   β0.29

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

Brandes Emerging Market Price Analysis

Market price analysis indicators help investors to evaluate how Brandes Emerging 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 Brandes Emerging shares will generate the highest return on investment. By understating and applying Brandes Emerging mutual fund market price indicators, traders can identify Brandes Emerging position entry and exit signals to maximize returns.

Brandes Emerging Return and Market Media

The median price of Brandes Emerging for the period between Tue, Sep 10, 2024 and Mon, Dec 9, 2024 is 8.82 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 8.8, and mean deviation of 0.25. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Conflict between Nenezic and Pejovic prevented - CdM
10/29/2024

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

Build Portfolio with Brandes Emerging

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 Brandes Mutual Fund

Brandes Emerging financial ratios help investors to determine whether Brandes 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 Brandes with respect to the benefits of owning Brandes Emerging security.
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities