Longshort Portfolio Longshort Fund Alpha and Beta Analysis
| GTAPX Fund | USD 14.61 0.01 0.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Longshort Portfolio Longshort. It also helps investors analyze the systematic and unsystematic risks associated with investing in Long/short Portfolio over a specified time horizon. Remember, high Long/short Portfolio'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/short Portfolio's market risk premium analysis include:
Beta 0.0337 | Alpha 0.0482 | Risk 0.43 | Sharpe Ratio 0.13 | Expected Return 0.0564 |
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/short |
Long/short Portfolio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Long/short Portfolio market risk premium is the additional return an investor will receive from holding Long/short Portfolio 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/short Portfolio. 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/short Portfolio's performance over market.| α | 0.05 | β | 0.03 |
Long/short Portfolio 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/short Portfolio's Buy-and-hold return. Our buy-and-hold chart shows how Long/short Portfolio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Long/short Portfolio Market Price Analysis
Market price analysis indicators help investors to evaluate how Long/short Portfolio 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/short Portfolio shares will generate the highest return on investment. By understating and applying Long/short Portfolio mutual fund market price indicators, traders can identify Long/short Portfolio position entry and exit signals to maximize returns.
Long/short Portfolio Return and Market Media
The median price of Long/short Portfolio for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 14.09 with a coefficient of variation of 1.66. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 14.14, and mean deviation of 0.18. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Long/short Portfolio 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/short or other funds. Alpha measures the amount that position in Long/short Portfolio 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/short Portfolio 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/short Portfolio's short interest history, or implied volatility extrapolated from Long/short Portfolio options trading.
Build Portfolio with Long/short Portfolio
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/short Mutual Fund
Long/short Portfolio financial ratios help investors to determine whether Long/short 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/short with respect to the benefits of owning Long/short Portfolio security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |