Mawer Canadien Obligations Fund Alpha and Beta Analysis
| 0P00007174 | CAD 11.76 0.02 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mawer Canadien obligations. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mawer Canadien over a specified time horizon. Remember, high Mawer Canadien'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 Mawer Canadien's market risk premium analysis include:
Beta 0.0164 | Alpha (0.01) | Risk 0.32 | Sharpe Ratio 0.0099 | Expected Return 0.0032 |
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.
Mawer |
Mawer Canadien Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mawer Canadien market risk premium is the additional return an investor will receive from holding Mawer Canadien 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 Mawer Canadien. 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 Mawer Canadien's performance over market.| α | -0.01 | β | 0.02 |
Mawer Canadien 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 Mawer Canadien's Buy-and-hold return. Our buy-and-hold chart shows how Mawer Canadien performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mawer Canadien Market Price Analysis
Market price analysis indicators help investors to evaluate how Mawer Canadien fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mawer Canadien shares will generate the highest return on investment. By understating and applying Mawer Canadien fund market price indicators, traders can identify Mawer Canadien position entry and exit signals to maximize returns.
Mawer Canadien Return and Market Media
The median price of Mawer Canadien for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 11.74 with a coefficient of variation of 0.8. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 11.75, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Mawer Canadien 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 Mawer or other funds. Alpha measures the amount that position in Mawer Canadien oblig 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 Mawer Canadien 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, Mawer Canadien's short interest history, or implied volatility extrapolated from Mawer Canadien options trading.
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Other Information on Investing in Mawer Fund
Mawer Canadien financial ratios help investors to determine whether Mawer 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 Mawer with respect to the benefits of owning Mawer Canadien security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |