Bts Tactical Fixed Fund Alpha and Beta Analysis

BTFCX Fund  USD 7.92  0.01  0.13%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bts Tactical Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bts Tactical over a specified time horizon. Remember, high Bts Tactical'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 Bts Tactical's market risk premium analysis include:
Beta
0.12
Alpha
0.001777
Risk
0.2
Sharpe Ratio
0.0915
Expected Return
0.0183
Please note that although Bts Tactical 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, Bts Tactical did 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 Bts Tactical Fixed fund's relative risk over its benchmark. Bts Tactical Fixed has a beta of 0.12  . As returns on the market increase, Bts Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bts Tactical 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 Bts Tactical Backtesting, Portfolio Optimization, Bts Tactical Correlation, Bts Tactical Hype Analysis, Bts Tactical Volatility, Bts Tactical History and analyze Bts Tactical Performance.

Bts Tactical Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bts Tactical market risk premium is the additional return an investor will receive from holding Bts Tactical 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 Bts Tactical. 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 Bts Tactical's performance over market.
α0   β0.12

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

Bts Tactical Market Price Analysis

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

Bts Tactical Return and Market Media

The median price of Bts Tactical for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 7.86 with a coefficient of variation of 0.44. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 7.86, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Bts Tactical

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 Bts Mutual Fund

Bts Tactical financial ratios help investors to determine whether Bts 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 Bts with respect to the benefits of owning Bts Tactical security.
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets