Low Duration Bond Investor Fund Alpha and Beta Analysis
| GLDZX Fund | USD 12.91 0.02 0.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Low Duration Bond Investor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Low-duration Bond over a specified time horizon. Remember, high Low-duration Bond'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 Low-duration Bond's market risk premium analysis include:
Beta (0.01) | Alpha (0.01) | Risk 0.1 | Sharpe Ratio 0.0242 | Expected Return 0.0025 |
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.
Low-duration |
Low-duration Bond Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Low-duration Bond market risk premium is the additional return an investor will receive from holding Low-duration Bond 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 Low-duration Bond. 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 Low-duration Bond's performance over market.| α | -0.0058 | β | -0.005 |
Low-duration Bond 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 Low-duration Bond's Buy-and-hold return. Our buy-and-hold chart shows how Low-duration Bond performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Low-duration Bond Market Price Analysis
Market price analysis indicators help investors to evaluate how Low-duration Bond 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 Low-duration Bond shares will generate the highest return on investment. By understating and applying Low-duration Bond mutual fund market price indicators, traders can identify Low-duration Bond position entry and exit signals to maximize returns.
Low-duration Bond Return and Market Media
The median price of Low-duration Bond for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 12.91 with a coefficient of variation of 0.28. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 12.92, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Low-duration Bond 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 Low-duration or other funds. Alpha measures the amount that position in Low Duration Bond 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 Low-duration Bond 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, Low-duration Bond's short interest history, or implied volatility extrapolated from Low-duration Bond options trading.
Build Portfolio with Low-duration Bond
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Other Information on Investing in Low-duration Mutual Fund
Low-duration Bond financial ratios help investors to determine whether Low-duration 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 Low-duration with respect to the benefits of owning Low-duration Bond security.
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