Navigator Tactical Fixed Fund Alpha and Beta Analysis
| NTBIX Fund | USD 10.06 0.01 0.1% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navigator Tactical Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navigator Tactical over a specified time horizon. Remember, high Navigator Tactical'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 Navigator Tactical's market risk premium analysis include:
Beta 0.0133 | Alpha 0.0146 | Risk 0.15 | Sharpe Ratio 0.13 | Expected Return 0.0192 |
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.
Navigator |
Navigator Tactical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navigator Tactical market risk premium is the additional return an investor will receive from holding Navigator Tactical 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 Navigator Tactical. 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 Navigator Tactical's performance over market.| α | 0.01 | β | 0.01 |
Navigator Tactical 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 Navigator Tactical's Buy-and-hold return. Our buy-and-hold chart shows how Navigator Tactical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navigator Tactical Market Price Analysis
Market price analysis indicators help investors to evaluate how Navigator Tactical 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 Navigator Tactical shares will generate the highest return on investment. By understating and applying Navigator Tactical mutual fund market price indicators, traders can identify Navigator Tactical position entry and exit signals to maximize returns.
Navigator Tactical Return and Market Media
The median price of Navigator Tactical for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.02 with a coefficient of variation of 0.51. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 10.01, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Navigator Tactical 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 Navigator or other funds. Alpha measures the amount that position in Navigator Tactical Fixed 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 Navigator Tactical 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, Navigator Tactical's short interest history, or implied volatility extrapolated from Navigator Tactical options trading.
Build Portfolio with Navigator Tactical
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Other Information on Investing in Navigator Mutual Fund
Navigator Tactical financial ratios help investors to determine whether Navigator 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 Navigator with respect to the benefits of owning Navigator Tactical security.
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