Prudential Total Return Fund Alpha and Beta Analysis
| PTRQX Fund | USD 12.00 0.03 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Total Return. It also helps investors analyze the systematic and unsystematic risks associated with investing in Prudential Total over a specified time horizon. Remember, high Prudential Total'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 Prudential Total's market risk premium analysis include:
Beta (0.06) | Alpha (0.01) | Risk 0.3 | Sharpe Ratio (0.04) | Expected Return (0.01) |
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.
Prudential |
Prudential Total Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Prudential Total market risk premium is the additional return an investor will receive from holding Prudential Total 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 Prudential Total. 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 Prudential Total's performance over market.| α | -0.01 | β | -0.06 |
Prudential Total 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 Prudential Total's Buy-and-hold return. Our buy-and-hold chart shows how Prudential Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Prudential Total Market Price Analysis
Market price analysis indicators help investors to evaluate how Prudential Total 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 Prudential Total shares will generate the highest return on investment. By understating and applying Prudential Total mutual fund market price indicators, traders can identify Prudential Total position entry and exit signals to maximize returns.
Prudential Total Return and Market Media
The median price of Prudential Total for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 12.08 with a coefficient of variation of 1.06. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 12.09, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Prudential Total 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 Prudential or other funds. Alpha measures the amount that position in Prudential Total Return 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 Prudential Total 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, Prudential Total's short interest history, or implied volatility extrapolated from Prudential Total options trading.
Build Portfolio with Prudential Total
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 Prudential Mutual Fund
Prudential Total financial ratios help investors to determine whether Prudential 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 Prudential with respect to the benefits of owning Prudential Total security.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |