Green Century Balanced Fund Alpha and Beta Analysis
| GCBLX Fund | USD 37.79 0.03 0.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Century Balanced. It also helps investors analyze the systematic and unsystematic risks associated with investing in Green Century over a specified time horizon. Remember, high Green Century'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 Green Century's market risk premium analysis include:
Beta (0) | Alpha 0.03 | Risk 0.41 | Sharpe Ratio 0.14 | Expected Return 0.0582 |
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.
Green |
Green Century Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Green Century market risk premium is the additional return an investor will receive from holding Green Century 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 Green Century. 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 Green Century's performance over market.| α | 0.03 | β | -0.0041 |
Green Century 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 Green Century's Buy-and-hold return. Our buy-and-hold chart shows how Green Century performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Green Century Market Price Analysis
Market price analysis indicators help investors to evaluate how Green Century 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 Green Century shares will generate the highest return on investment. By understating and applying Green Century mutual fund market price indicators, traders can identify Green Century position entry and exit signals to maximize returns.
Green Century Return and Market Media
The median price of Green Century for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 37.06 with a coefficient of variation of 0.86. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 37.05, and mean deviation of 0.24. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Heres why you should consider a green 401 and how to make the change - MSN | 11/20/2024 |
About Green Century 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 Green or other funds. Alpha measures the amount that position in Green Century Balanced 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 Green Century 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, Green Century's short interest history, or implied volatility extrapolated from Green Century options trading.
Build Portfolio with Green Century
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
Other Information on Investing in Green Mutual Fund
Green Century financial ratios help investors to determine whether Green 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 Green with respect to the benefits of owning Green Century security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |