Oppnhmr Rochester Arizona Fund Alpha and Beta Analysis
| ORAZX Fund | USD 12.05 0.03 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oppnhmr Rochester Arizona. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oppnhmr Rochester over a specified time horizon. Remember, high Oppnhmr Rochester'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 Oppnhmr Rochester's market risk premium analysis include:
Beta 0.0931 | Alpha (0.05) | Risk 0.39 | Sharpe Ratio (0.08) | Expected Return (0.03) |
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.
Oppnhmr |
Oppnhmr Rochester Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oppnhmr Rochester market risk premium is the additional return an investor will receive from holding Oppnhmr Rochester 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 Oppnhmr Rochester. 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 Oppnhmr Rochester's performance over market.| α | -0.05 | β | 0.09 |
Oppnhmr Rochester 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 Oppnhmr Rochester's Buy-and-hold return. Our buy-and-hold chart shows how Oppnhmr Rochester performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oppnhmr Rochester Market Price Analysis
Market price analysis indicators help investors to evaluate how Oppnhmr Rochester 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 Oppnhmr Rochester shares will generate the highest return on investment. By understating and applying Oppnhmr Rochester mutual fund market price indicators, traders can identify Oppnhmr Rochester position entry and exit signals to maximize returns.
Oppnhmr Rochester Return and Market Media
The median price of Oppnhmr Rochester for the period between Wed, Oct 9, 2024 and Tue, Jan 7, 2025 is 12.26 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 12.24, and mean deviation of 0.1. The Fund received substential amount of media coverage during this period. Price Growth (%) |
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About Oppnhmr Rochester 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 Oppnhmr or other funds. Alpha measures the amount that position in Oppnhmr Rochester Arizona 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 Oppnhmr Rochester 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, Oppnhmr Rochester's short interest history, or implied volatility extrapolated from Oppnhmr Rochester options trading.
Build Portfolio with Oppnhmr Rochester
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Other Information on Investing in Oppnhmr Mutual Fund
Oppnhmr Rochester financial ratios help investors to determine whether Oppnhmr 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 Oppnhmr with respect to the benefits of owning Oppnhmr Rochester security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |