Monthly Rebalance Nasdaq 100 Fund Alpha and Beta Analysis
| RMQCX Fund | USD 570.43 3.97 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Monthly Rebalance Nasdaq 100. It also helps investors analyze the systematic and unsystematic risks associated with investing in Monthly Rebalance over a specified time horizon. Remember, high Monthly Rebalance'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 Monthly Rebalance's market risk premium analysis include:
Beta (0.19) | Alpha 0.15 | Risk 2.23 | Sharpe Ratio 0.0804 | Expected Return 0.18 |
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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Monthly Rebalance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Monthly Rebalance market risk premium is the additional return an investor will receive from holding Monthly Rebalance 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 Monthly Rebalance. 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 Monthly Rebalance's performance over market.| α | 0.15 | β | -0.19 |
Monthly Rebalance 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 Monthly Rebalance's Buy-and-hold return. Our buy-and-hold chart shows how Monthly Rebalance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Monthly Rebalance Market Price Analysis
Market price analysis indicators help investors to evaluate how Monthly Rebalance 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 Monthly Rebalance shares will generate the highest return on investment. By understating and applying Monthly Rebalance mutual fund market price indicators, traders can identify Monthly Rebalance position entry and exit signals to maximize returns.
Monthly Rebalance Return and Market Media
The median price of Monthly Rebalance for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 540.49 with a coefficient of variation of 5.59. The daily time series for the period is distributed with a sample standard deviation of 30.08, arithmetic mean of 537.89, and mean deviation of 23.26. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Monthly Rebalance 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 Monthly or other funds. Alpha measures the amount that position in Monthly Rebalance 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 Monthly Rebalance 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, Monthly Rebalance's short interest history, or implied volatility extrapolated from Monthly Rebalance options trading.
Build Portfolio with Monthly Rebalance
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 Monthly Mutual Fund
Monthly Rebalance financial ratios help investors to determine whether Monthly 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 Monthly with respect to the benefits of owning Monthly Rebalance security.
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