Mainstay Epoch Small Fund Alpha and Beta Analysis
| MOPIX Fund | USD 26.88 0.25 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mainstay Epoch Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mainstay Epoch over a specified time horizon. Remember, high Mainstay Epoch'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 Mainstay Epoch's market risk premium analysis include:
Beta 1.45 | Alpha 0.0193 | Risk 1.33 | Sharpe Ratio 0.0601 | Expected Return 0.0802 |
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.
Mainstay |
Mainstay Epoch Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mainstay Epoch market risk premium is the additional return an investor will receive from holding Mainstay Epoch 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 Mainstay Epoch. 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 Mainstay Epoch's performance over market.| α | 0.02 | β | 1.45 |
Mainstay Epoch 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 Mainstay Epoch's Buy-and-hold return. Our buy-and-hold chart shows how Mainstay Epoch performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mainstay Epoch Market Price Analysis
Market price analysis indicators help investors to evaluate how Mainstay Epoch 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 Mainstay Epoch shares will generate the highest return on investment. By understating and applying Mainstay Epoch mutual fund market price indicators, traders can identify Mainstay Epoch position entry and exit signals to maximize returns.
Mainstay Epoch Return and Market Media
The median price of Mainstay Epoch for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 26.58 with a coefficient of variation of 5.08. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 26.85, and mean deviation of 1.25. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Mainstay Epoch 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 Mainstay or other funds. Alpha measures the amount that position in Mainstay Epoch Small 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 Mainstay Epoch 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, Mainstay Epoch's short interest history, or implied volatility extrapolated from Mainstay Epoch options trading.
Build Portfolio with Mainstay Epoch
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 Mainstay Mutual Fund
Mainstay Epoch financial ratios help investors to determine whether Mainstay 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 Mainstay with respect to the benefits of owning Mainstay Epoch security.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |