Ft 7927 Corporate Fund Alpha and Beta Analysis
| FCOLDX Fund | USD 114.88 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 Ft 7927 Corporate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ft 7927: over a specified time horizon. Remember, high Ft 7927:'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 Ft 7927:'s market risk premium analysis include:
Beta 0.23 | Alpha (0.42) | Risk 4.21 | Sharpe Ratio (0.15) | Expected Return (0.65) |
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.
FCOLDX |
Ft 7927: Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ft 7927: market risk premium is the additional return an investor will receive from holding Ft 7927: 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 Ft 7927:. 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 Ft 7927:'s performance over market.| α | -0.42 | β | 0.23 |
Ft 7927: Opportunities
Ft 7927: Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ft 7927: 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 FCOLDX or other funds. Alpha measures the amount that position in Ft 7927 Corporate 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 Ft 7927: 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, Ft 7927:'s short interest history, or implied volatility extrapolated from Ft 7927: options trading.
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Other Information on Investing in FCOLDX Fund
Ft 7927: financial ratios help investors to determine whether FCOLDX 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 FCOLDX with respect to the benefits of owning Ft 7927: security.
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