Dimensional 2040 Target Fund Alpha and Beta Analysis
| DRIHX Fund | USD 16.41 0.11 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dimensional 2040 Target. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dimensional 2040 over a specified time horizon. Remember, high Dimensional 2040'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 Dimensional 2040's market risk premium analysis include:
Beta 0.5 | Alpha (0.04) | Risk 0.51 | Sharpe Ratio 0.077 | Expected Return 0.0395 |
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.
Dimensional |
Dimensional 2040 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dimensional 2040 market risk premium is the additional return an investor will receive from holding Dimensional 2040 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 Dimensional 2040. 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 Dimensional 2040's performance over market.| α | -0.04 | β | 0.50 |
Dimensional 2040 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 Dimensional 2040's Buy-and-hold return. Our buy-and-hold chart shows how Dimensional 2040 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dimensional 2040 Market Price Analysis
Market price analysis indicators help investors to evaluate how Dimensional 2040 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 Dimensional 2040 shares will generate the highest return on investment. By understating and applying Dimensional 2040 mutual fund market price indicators, traders can identify Dimensional 2040 position entry and exit signals to maximize returns.
Dimensional 2040 Return and Market Media
The median price of Dimensional 2040 for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 16.22 with a coefficient of variation of 1.05. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 16.18, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Dimensional 2040 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 Dimensional or other funds. Alpha measures the amount that position in Dimensional 2040 Target 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 Dimensional 2040 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, Dimensional 2040's short interest history, or implied volatility extrapolated from Dimensional 2040 options trading.
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Other Information on Investing in Dimensional Mutual Fund
Dimensional 2040 financial ratios help investors to determine whether Dimensional 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 Dimensional with respect to the benefits of owning Dimensional 2040 security.
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