Reaves Utility If Fund Alpha and Beta Analysis
| UTG Fund | USD 34.44 0.14 0.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Reaves Utility If. It also helps investors analyze the systematic and unsystematic risks associated with investing in Reaves Utility over a specified time horizon. Remember, high Reaves Utility'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 Reaves Utility's market risk premium analysis include:
Beta 0.27 | Alpha 0.22 | Risk 0.92 | Sharpe Ratio 0.27 | Expected Return 0.24 |
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.
Reaves |
Reaves Utility Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Reaves Utility market risk premium is the additional return an investor will receive from holding Reaves Utility 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 Reaves Utility. 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 Reaves Utility's performance over market.| α | 0.22 | β | 0.27 |
Reaves Utility 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 Reaves Utility's Buy-and-hold return. Our buy-and-hold chart shows how Reaves Utility performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Reaves Utility Market Price Analysis
Market price analysis indicators help investors to evaluate how Reaves Utility fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Reaves Utility shares will generate the highest return on investment. By understating and applying Reaves Utility fund market price indicators, traders can identify Reaves Utility position entry and exit signals to maximize returns.
Reaves Utility Return and Market Media
The median price of Reaves Utility for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 32.08 with a coefficient of variation of 4.38. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 31.8, and mean deviation of 1.13. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | UTG Running Hot But Still An Attractive Long-Term Choice - Seeking Alpha | 10/17/2024 |
2 | How To Trade - Stock Traders Daily | 11/15/2024 |
About Reaves Utility 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 Reaves or other funds. Alpha measures the amount that position in Reaves Utility If 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 Reaves Utility 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, Reaves Utility's short interest history, or implied volatility extrapolated from Reaves Utility options trading.
Build Portfolio with Reaves Utility
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
Align your risk with return expectations
Other Information on Investing in Reaves Fund
Reaves Utility financial ratios help investors to determine whether Reaves 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 Reaves with respect to the benefits of owning Reaves Utility security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |