Abbey Capital Multi Fund Alpha and Beta Analysis
| MAFAX Fund | USD 11.67 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abbey Capital Multi. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abbey Capital over a specified time horizon. Remember, high Abbey Capital'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 Abbey Capital's market risk premium analysis include:
Beta 0.0043 | Alpha 0.0169 | Risk 1.05 | Sharpe Ratio (0.13) | Expected Return (0.13) |
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.
Abbey |
Abbey Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abbey Capital market risk premium is the additional return an investor will receive from holding Abbey Capital 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 Abbey Capital. 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 Abbey Capital's performance over market.| α | 0.02 | β | 0 |
Abbey Capital Fundamentals Vs Peers
Comparing Abbey Capital's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Abbey Capital's direct or indirect competition across all of the common fundamentals between Abbey Capital and the related equities. This way, we can detect undervalued stocks with similar characteristics as Abbey Capital or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Abbey Capital's fundamental indicators could also be used in its relative valuation, which is a method of valuing Abbey Capital by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Abbey Capital to competition |
| Fundamentals | Abbey Capital | Peer Average |
| Annual Yield | 0.02 % | 0.29 % |
| Net Asset | 584.5 M | 4.11 B |
Abbey Capital Opportunities
Abbey Capital Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Abbey Capital 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 Abbey or other funds. Alpha measures the amount that position in Abbey Capital Multi 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 Abbey Capital 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, Abbey Capital's short interest history, or implied volatility extrapolated from Abbey Capital options trading.
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Other Information on Investing in Abbey Mutual Fund
Abbey Capital financial ratios help investors to determine whether Abbey 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 Abbey with respect to the benefits of owning Abbey Capital security.
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