Blackrock Fundamental Growth Fund Alpha and Beta Analysis
| MAFGX Fund | USD 43.31 1.60 3.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blackrock Fundamental Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blackrock Fundamental over a specified time horizon. Remember, high Blackrock Fundamental'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 Blackrock Fundamental's market risk premium analysis include:
Beta 0.81 | Alpha 0.0698 | Risk 1.01 | Sharpe Ratio 0.098 | Expected Return 0.099 |
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.
Blackrock |
Blackrock Fundamental Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blackrock Fundamental market risk premium is the additional return an investor will receive from holding Blackrock Fundamental 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 Blackrock Fundamental. 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 Blackrock Fundamental's performance over market.| α | 0.07 | β | 0.81 |
Blackrock Fundamental 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 Blackrock Fundamental's Buy-and-hold return. Our buy-and-hold chart shows how Blackrock Fundamental performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blackrock Fundamental Market Price Analysis
Market price analysis indicators help investors to evaluate how Blackrock Fundamental 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 Blackrock Fundamental shares will generate the highest return on investment. By understating and applying Blackrock Fundamental mutual fund market price indicators, traders can identify Blackrock Fundamental position entry and exit signals to maximize returns.
Blackrock Fundamental Return and Market Media
The median price of Blackrock Fundamental for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 43.43 with a coefficient of variation of 2.91. The daily time series for the period is distributed with a sample standard deviation of 1.27, arithmetic mean of 43.51, and mean deviation of 1.08. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | BlackRock Capital Appreciation Fund Q3 2024 Commentary - Seeking Alpha | 11/20/2024 |
About Blackrock Fundamental 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 Blackrock or other funds. Alpha measures the amount that position in Blackrock Fundamental 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 Blackrock Fundamental 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, Blackrock Fundamental's short interest history, or implied volatility extrapolated from Blackrock Fundamental options trading.
Build Portfolio with Blackrock Fundamental
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Other Information on Investing in Blackrock Mutual Fund
Blackrock Fundamental financial ratios help investors to determine whether Blackrock 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 Blackrock with respect to the benefits of owning Blackrock Fundamental security.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |