Rivernorth Opportunistic Municipalome Fund Alpha and Beta Analysis
| RMI Fund | USD 15.82 0.09 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rivernorth Opportunistic Municipalome. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rivernorth Opportunistic over a specified time horizon. Remember, high Rivernorth Opportunistic'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 Rivernorth Opportunistic's market risk premium analysis include:
Beta 0.0087 | Alpha (0.01) | Risk 0.5 | Sharpe Ratio 0.0614 | Expected Return 0.0306 |
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.
Rivernorth |
Rivernorth Opportunistic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rivernorth Opportunistic market risk premium is the additional return an investor will receive from holding Rivernorth Opportunistic 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 Rivernorth Opportunistic. 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 Rivernorth Opportunistic's performance over market.| α | -0.0059 | β | 0.01 |
Rivernorth Opportunistic 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 Rivernorth Opportunistic's Buy-and-hold return. Our buy-and-hold chart shows how Rivernorth Opportunistic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rivernorth Opportunistic Market Price Analysis
Market price analysis indicators help investors to evaluate how Rivernorth Opportunistic fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rivernorth Opportunistic shares will generate the highest return on investment. By understating and applying Rivernorth Opportunistic fund market price indicators, traders can identify Rivernorth Opportunistic position entry and exit signals to maximize returns.
Rivernorth Opportunistic Return and Market Media
The median price of Rivernorth Opportunistic for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 15.87 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 15.9, and mean deviation of 0.2. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 16 Rural Electric Cooperatives Will Leverage 7.3 Billion in Federal Funding to Deliver More Affordable, Reliable Electricity to Their Members - Rocky Mountain I... | 09/09/2024 |
2 | RMIs Goals for COP29 Double Efficiency, Extend Finance, and Curtail Methane Leakage - Rocky Mountain Institute | 11/01/2024 |
About Rivernorth Opportunistic 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 Rivernorth or other funds. Alpha measures the amount that position in Rivernorth Opportunistic 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 Rivernorth Opportunistic 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, Rivernorth Opportunistic's short interest history, or implied volatility extrapolated from Rivernorth Opportunistic options trading.
Build Portfolio with Rivernorth Opportunistic
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Other Information on Investing in Rivernorth Fund
Rivernorth Opportunistic financial ratios help investors to determine whether Rivernorth 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 Rivernorth with respect to the benefits of owning Rivernorth Opportunistic security.
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