Leggmason Partners Institutional Fund Alpha and Beta Analysis
| LTFXX Fund | USD 1.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Leggmason Partners Institutional. It also helps investors analyze the systematic and unsystematic risks associated with investing in Leggmason Partners over a specified time horizon. Remember, high Leggmason Partners' 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 Leggmason Partners' market risk premium analysis include:
Beta 0.0111 | Alpha 0.003964 | Risk 0.13 | Sharpe Ratio 0.13 | Expected Return 0.0158 |
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.
Leggmason |
Leggmason Partners Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Leggmason Partners market risk premium is the additional return an investor will receive from holding Leggmason Partners 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 Leggmason Partners. 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 Leggmason Partners' performance over market.| α | 0 | β | 0.01 |
Leggmason Partners 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 Leggmason Partners' Buy-and-hold return. Our buy-and-hold chart shows how Leggmason Partners performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Leggmason Partners Market Price Analysis
Market price analysis indicators help investors to evaluate how Leggmason Partners money market fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Leggmason Partners shares will generate the highest return on investment. By understating and applying Leggmason Partners money market fund market price indicators, traders can identify Leggmason Partners position entry and exit signals to maximize returns.
Leggmason Partners Return and Market Media
The median price of Leggmason Partners for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.0 with a coefficient of variation of 0.29. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 1.0, and mean deviation of 0.0. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Leggmason Partners 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 Leggmason or other funds. Alpha measures the amount that position in Leggmason Partners 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 Leggmason Partners 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, Leggmason Partners' short interest history, or implied volatility extrapolated from Leggmason Partners options trading.
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Other Information on Investing in Leggmason Money Market Fund
Leggmason Partners financial ratios help investors to determine whether Leggmason Money Market 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 Leggmason with respect to the benefits of owning Leggmason Partners security.
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