Ladenburg Income Growth Fund Alpha and Beta Analysis
| LNOAX Fund | USD 13.49 0.05 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ladenburg Income Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ladenburg Income over a specified time horizon. Remember, high Ladenburg Income'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 Ladenburg Income's market risk premium analysis include:
Beta 0.37 | Alpha (0.02) | Risk 0.36 | Sharpe Ratio 0.0906 | Expected Return 0.0327 |
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.
Ladenburg |
Ladenburg Income Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ladenburg Income market risk premium is the additional return an investor will receive from holding Ladenburg Income 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 Ladenburg Income. 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 Ladenburg Income's performance over market.| α | -0.02 | β | 0.37 |
Ladenburg Income 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 Ladenburg Income's Buy-and-hold return. Our buy-and-hold chart shows how Ladenburg Income performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ladenburg Income Market Price Analysis
Market price analysis indicators help investors to evaluate how Ladenburg Income 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 Ladenburg Income shares will generate the highest return on investment. By understating and applying Ladenburg Income mutual fund market price indicators, traders can identify Ladenburg Income position entry and exit signals to maximize returns.
Ladenburg Income Return and Market Media
The median price of Ladenburg Income for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 13.35 with a coefficient of variation of 0.76. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 13.34, and mean deviation of 0.09. The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
About Ladenburg Income 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 Ladenburg or other funds. Alpha measures the amount that position in Ladenburg Income Growth 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 Ladenburg Income 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, Ladenburg Income's short interest history, or implied volatility extrapolated from Ladenburg Income options trading.
Build Portfolio with Ladenburg Income
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 Ladenburg Mutual Fund
Ladenburg Income financial ratios help investors to determine whether Ladenburg 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 Ladenburg with respect to the benefits of owning Ladenburg Income 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 | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |