Oak Ridge Dynamic Fund Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oak Ridge Dynamic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oak Ridge over a specified time horizon. Remember, high Oak Ridge'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 Oak Ridge's market risk premium analysis include:
Beta (0.1) | Alpha 0.0543 | Risk 1.23 | Sharpe Ratio 0.0468 | Expected Return 0.0573 |
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.
Oak |
Oak Ridge Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oak Ridge market risk premium is the additional return an investor will receive from holding Oak Ridge 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 Oak Ridge. 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 Oak Ridge's performance over market.| α | 0.05 | β | -0.1 |
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 Oak Ridge 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, Oak Ridge's short interest history, or implied volatility extrapolated from Oak Ridge options trading.
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Other Information on Investing in Oak Mutual Fund
Oak Ridge financial ratios help investors to determine whether Oak 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 Oak with respect to the benefits of owning Oak Ridge security.
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