Navigator Equity Hedged Fund Alpha and Beta Analysis
| NAVIX Fund | USD 37.02 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 Navigator Equity Hedged. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navigator Equity over a specified time horizon. Remember, high Navigator Equity'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 Navigator Equity's market risk premium analysis include:
Beta (7.70) | Alpha 8.83 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
NAVIGATOR |
Navigator Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navigator Equity market risk premium is the additional return an investor will receive from holding Navigator Equity 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 Navigator Equity. 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 Navigator Equity's performance over market.| α | 8.83 | β | -7.7 |
Navigator Equity Fundamentals Vs Peers
Comparing Navigator Equity'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 Navigator Equity's direct or indirect competition across all of the common fundamentals between Navigator Equity and the related equities. This way, we can detect undervalued stocks with similar characteristics as Navigator Equity or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Navigator Equity's fundamental indicators could also be used in its relative valuation, which is a method of valuing Navigator Equity by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Navigator Equity to competition |
| Fundamentals | Navigator Equity | Peer Average |
| Price To Earning | 15.96 X | 6.53 X |
| Price To Book | 1.56 X | 0.74 X |
| Price To Sales | 1.22 X | 0.61 X |
| Annual Yield | 0.01 % | 0.29 % |
| Year To Date Return | 0.66 % | 0.39 % |
| One Year Return | 9.03 % | 4.15 % |
| Three Year Return | (3.18) % | 3.60 % |
Navigator Equity Opportunities
Navigator Equity Return and Market Media
The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Schneider Electric, EDB venture NaviX Solutions replaces founding CEO with former EDPR APAC director - Yahoo Finance | 08/21/2024 |
About Navigator Equity 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 NAVIGATOR or other funds. Alpha measures the amount that position in Navigator Equity Hedged 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 Navigator Equity 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, Navigator Equity's short interest history, or implied volatility extrapolated from Navigator Equity options trading.
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Other Information on Investing in NAVIGATOR Mutual Fund
Navigator Equity financial ratios help investors to determine whether NAVIGATOR 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 NAVIGATOR with respect to the benefits of owning Navigator Equity security.
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