Bancroft Fund Limited Stock Alpha and Beta Analysis
| BCV Stock | USD 18.47 0.34 1.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bancroft Fund Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bancroft Fund over a specified time horizon. Remember, high Bancroft Fund'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 Bancroft Fund's market risk premium analysis include:
Beta 0.49 | Alpha 0.18 | Risk 0.72 | Sharpe Ratio 0.35 | Expected Return 0.25 |
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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.
Bancroft |
Bancroft Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bancroft Fund market risk premium is the additional return an investor will receive from holding Bancroft Fund 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 Bancroft Fund. 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 Bancroft Fund's performance over market.| α | 0.18 | β | 0.49 |
Bancroft Fund 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 Bancroft Fund's Buy-and-hold return. Our buy-and-hold chart shows how Bancroft Fund performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bancroft Fund Market Price Analysis
Market price analysis indicators help investors to evaluate how Bancroft Fund stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bancroft Fund shares will generate the highest return on investment. By understating and applying Bancroft Fund stock market price indicators, traders can identify Bancroft Fund position entry and exit signals to maximize returns.
Bancroft Fund Return and Market Media
The median price of Bancroft Fund for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 16.55 with a coefficient of variation of 4.33. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 16.58, and mean deviation of 0.54. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Where are the Opportunities in - Stock Traders Daily | 09/17/2024 |
| Bancroft Fund dividend paid on 23rd of September 2024 | 09/23/2024 |
2 | GE Aerospace stock sell-off is overcharged Portfolio mgr. - Yahoo Finance | 10/22/2024 |
3 | BCV Decent, But Not Amazing Compared To Other Convertible Funds - Seeking Alpha | 11/14/2024 |
About Bancroft Fund 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 Bancroft or other stocks. Alpha measures the amount that position in Bancroft Fund Limited 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.
| 2023 | 2024 (projected) | PTB Ratio | 0.81 | 0.94 | Dividend Yield | 0.14 | 0.0936 |
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 Bancroft Fund 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, Bancroft Fund's short interest history, or implied volatility extrapolated from Bancroft Fund options trading.
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Additional Tools for Bancroft Stock Analysis
When running Bancroft Fund's price analysis, check to measure Bancroft Fund's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bancroft Fund is operating at the current time. Most of Bancroft Fund's value examination focuses on studying past and present price action to predict the probability of Bancroft Fund's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bancroft Fund's price. Additionally, you may evaluate how the addition of Bancroft Fund to your portfolios can decrease your overall portfolio volatility.