North Square Investments Fund Alpha and Beta Analysis
| NSIVX Fund | USD 11.53 0.05 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as North Square Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in North Square over a specified time horizon. Remember, high North Square'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 North Square's market risk premium analysis include:
Beta 0.35 | Alpha (0.1) | Risk 0.66 | Sharpe Ratio (0.05) | Expected Return (0.04) |
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.
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North Square Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. North Square market risk premium is the additional return an investor will receive from holding North Square 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 North Square. 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 North Square's performance over market.| α | -0.1 | β | 0.35 |
North Square 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 North Square's Buy-and-hold return. Our buy-and-hold chart shows how North Square performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.North Square Market Price Analysis
Market price analysis indicators help investors to evaluate how North Square 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 North Square shares will generate the highest return on investment. By understating and applying North Square mutual fund market price indicators, traders can identify North Square position entry and exit signals to maximize returns.
North Square Return and Market Media
The median price of North Square for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 11.81 with a coefficient of variation of 2.13. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 11.74, and mean deviation of 0.21. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About North Square 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 North or other funds. Alpha measures the amount that position in North Square Investments 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 North Square 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, North Square's short interest history, or implied volatility extrapolated from North Square options trading.
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Other Information on Investing in North Mutual Fund
North Square financial ratios help investors to determine whether North 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 North with respect to the benefits of owning North Square security.
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