Guggenheim Active Allocation Stock Alpha and Beta Analysis
| GUG Stock | USD 15.72 0.15 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Guggenheim Active Allocation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Guggenheim Active over a specified time horizon. Remember, high Guggenheim Active'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 Guggenheim Active's market risk premium analysis include:
Beta 0.36 | Alpha (0.03) | Risk 0.83 | Sharpe Ratio 0.033 | Expected Return 0.0274 |
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.
Guggenheim |
Guggenheim Active Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Guggenheim Active market risk premium is the additional return an investor will receive from holding Guggenheim Active 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 Guggenheim Active. 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 Guggenheim Active's performance over market.| α | -0.03 | β | 0.36 |
Guggenheim Active 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 Guggenheim Active's Buy-and-hold return. Our buy-and-hold chart shows how Guggenheim Active performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Guggenheim Active Market Price Analysis
Market price analysis indicators help investors to evaluate how Guggenheim Active stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Guggenheim Active shares will generate the highest return on investment. By understating and applying Guggenheim Active stock market price indicators, traders can identify Guggenheim Active position entry and exit signals to maximize returns.
Guggenheim Active Return and Market Media
The median price of Guggenheim Active for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 15.76 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 15.79, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Investment Analysis and Advice - Stock Traders Daily | 09/19/2024 |
2 | Disposition of tradable shares by Stone Bryan of Guggenheim Active subject to Rule 16b-3 | 09/26/2024 |
| Guggenheim Active dividend paid on 30th of September 2024 | 09/30/2024 |
3 | Disposition of 500 shares by Barnes Randall C of Guggenheim Active at 16.45 subject to Rule 16b-3 | 10/03/2024 |
4 | Acquisition by Toupin Ronald E Jr of 202 shares of Guggenheim Active at 14.1 subject to Rule 16b-3 | 10/24/2024 |
| Guggenheim Active dividend paid on 31st of October 2024 | 10/31/2024 |
5 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 11/12/2024 |
About Guggenheim Active 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 Guggenheim or other stocks. Alpha measures the amount that position in Guggenheim Active 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.
| 2010 | 2023 | 2024 (projected) | Effective Tax Rate | 0.0321 | 0.0289 | 0.0257 | Operating Profit Margin | 1.16 | 0.99 | 1.18 |
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 Guggenheim Active 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, Guggenheim Active's short interest history, or implied volatility extrapolated from Guggenheim Active options trading.
Build Portfolio with Guggenheim Active
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
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Check out Guggenheim Active Backtesting, Guggenheim Active Valuation, Guggenheim Active Correlation, Guggenheim Active Hype Analysis, Guggenheim Active Volatility, Guggenheim Active History and analyze Guggenheim Active Performance. 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.
Guggenheim Active technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.