Oberweis Micro Cap Fund Alpha and Beta Analysis
| OBMCX Fund | USD 49.28 0.19 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oberweis Micro Cap Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oberweis Micro-cap over a specified time horizon. Remember, high Oberweis Micro-cap'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 Oberweis Micro-cap's market risk premium analysis include:
Beta 1.51 | Alpha (0.01) | Risk 1.43 | Sharpe Ratio 0.13 | Expected Return 0.19 |
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.
Oberweis |
Oberweis Micro-cap Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oberweis Micro-cap market risk premium is the additional return an investor will receive from holding Oberweis Micro-cap 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 Oberweis Micro-cap. 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 Oberweis Micro-cap's performance over market.| α | -0.0094 | β | 1.51 |
Oberweis Micro-cap 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 Oberweis Micro-cap's Buy-and-hold return. Our buy-and-hold chart shows how Oberweis Micro-cap performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Oberweis Micro-cap Market Price Analysis
Market price analysis indicators help investors to evaluate how Oberweis Micro-cap 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 Oberweis Micro-cap shares will generate the highest return on investment. By understating and applying Oberweis Micro-cap mutual fund market price indicators, traders can identify Oberweis Micro-cap position entry and exit signals to maximize returns.
Oberweis Micro-cap Return and Market Media
The median price of Oberweis Micro-cap for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 44.43 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 1.95, arithmetic mean of 44.74, and mean deviation of 1.44. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Cabot Explorer Issue September 12, 2024 - Cabot Wealth Network | 09/12/2024 |
2 | Cabot Stock of the Month Issue November 14, 2024 - Cabot Wealth Network | 11/13/2024 |
3 | Cabot Explorer Issue November 21, 2024 - Cabot Wealth Network | 11/21/2024 |
About Oberweis Micro-cap 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 Oberweis or other funds. Alpha measures the amount that position in Oberweis Micro Cap 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 Oberweis Micro-cap 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, Oberweis Micro-cap's short interest history, or implied volatility extrapolated from Oberweis Micro-cap options trading.
Build Portfolio with Oberweis Micro-cap
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
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Other Information on Investing in Oberweis Mutual Fund
Oberweis Micro-cap financial ratios help investors to determine whether Oberweis 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 Oberweis with respect to the benefits of owning Oberweis Micro-cap security.
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