The Long Term Fund Alpha and Beta Analysis
| BGLKX Fund | USD 34.20 0.04 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Long Term. It also helps investors analyze the systematic and unsystematic risks associated with investing in Long Term over a specified time horizon. Remember, high Long Term'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 Long Term's market risk premium analysis include:
Beta (0.14) | Alpha 0.24 | Risk 1.13 | Sharpe Ratio 0.25 | Expected Return 0.28 |
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.
Long |
Long Term Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Long Term market risk premium is the additional return an investor will receive from holding Long Term 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 Long Term. 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 Long Term's performance over market.| α | 0.24 | β | -0.14 |
Long Term 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 Long Term's Buy-and-hold return. Our buy-and-hold chart shows how Long Term performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Long Term Market Price Analysis
Market price analysis indicators help investors to evaluate how Long Term mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Long Term shares will generate the highest return on investment. By understating and applying Long Term mutual fund market price indicators, traders can identify Long Term position entry and exit signals to maximize returns.
Long Term Return and Market Media
The median price of Long Term for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 31.93 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 1.63, arithmetic mean of 31.64, and mean deviation of 1.28. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Long Term 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 Long or other funds. Alpha measures the amount that position in Long Term 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 Long Term 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, Long Term's short interest history, or implied volatility extrapolated from Long Term options trading.
Build Portfolio with Long Term
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 Long Mutual Fund
Long Term financial ratios help investors to determine whether Long 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 Long with respect to the benefits of owning Long Term security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |