Prudential Real Estate Fund Alpha and Beta Analysis

PJEQX Fund  USD 15.56  0.03  0.19%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Prudential Real over a specified time horizon. Remember, high Prudential Real'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 Prudential Real's market risk premium analysis include:
Beta
0.0533
Alpha
(0.09)
Risk
1
Sharpe Ratio
(0.07)
Expected Return
(0.07)
Please note that although Prudential Real alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Prudential Real did 0.09  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Prudential Real Estate fund's relative risk over its benchmark. Prudential Real Estate has a beta of 0.05  . As returns on the market increase, Prudential Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prudential Real is expected to be smaller as well. .
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.
  
Check out Prudential Real Backtesting, Portfolio Optimization, Prudential Real Correlation, Prudential Real Hype Analysis, Prudential Real Volatility, Prudential Real History and analyze Prudential Real Performance.

Prudential Real Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Prudential Real market risk premium is the additional return an investor will receive from holding Prudential Real 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 Prudential Real. 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 Prudential Real's performance over market.
α-0.09   β0.05

Prudential Real 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 Prudential Real's Buy-and-hold return. Our buy-and-hold chart shows how Prudential Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Prudential Real Market Price Analysis

Market price analysis indicators help investors to evaluate how Prudential Real 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 Prudential Real shares will generate the highest return on investment. By understating and applying Prudential Real mutual fund market price indicators, traders can identify Prudential Real position entry and exit signals to maximize returns.

Prudential Real Return and Market Media

The median price of Prudential Real for the period between Sat, Sep 28, 2024 and Fri, Dec 27, 2024 is 16.17 with a coefficient of variation of 1.97. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 16.11, and mean deviation of 0.23. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  

About Prudential Real 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 Prudential or other funds. Alpha measures the amount that position in Prudential Real Estate 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 Prudential Real 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, Prudential Real's short interest history, or implied volatility extrapolated from Prudential Real options trading.

Build Portfolio with Prudential Real

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Prudential Mutual Fund

Prudential Real financial ratios help investors to determine whether Prudential 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 Prudential with respect to the benefits of owning Prudential Real security.
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