Altegris Equity Long Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altegris Equity Long. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altegris Equity over a specified time horizon. Remember, high Altegris Equity'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 Altegris Equity's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Altegris |
Altegris Equity Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altegris Equity market risk premium is the additional return an investor will receive from holding Altegris Equity 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 Altegris Equity. 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 Altegris Equity's performance over market.| α | 0.00 | β | 0.00 |
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 Altegris Equity 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, Altegris Equity's short interest history, or implied volatility extrapolated from Altegris Equity options trading.
Build Portfolio with Altegris Equity
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
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Other Consideration for investing in Altegris Mutual Fund
If you are still planning to invest in Altegris Equity Long check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Altegris Equity's history and understand the potential risks before investing.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |