Fpa Queens Road Fund Alpha and Beta Analysis
| QRSAX Fund | USD 41.64 0.14 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fpa Queens Road. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fpa Queens over a specified time horizon. Remember, high Fpa Queens' 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 Fpa Queens' market risk premium analysis include:
Beta (0.01) | Alpha 0.0992 | Risk 1.06 | Sharpe Ratio 0.0801 | Expected Return 0.0848 |
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.
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Fpa Queens Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fpa Queens market risk premium is the additional return an investor will receive from holding Fpa Queens 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 Fpa Queens. 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 Fpa Queens' performance over market.| α | 0.1 | β | -0.0088 |
Fpa Queens 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 Fpa Queens' Buy-and-hold return. Our buy-and-hold chart shows how Fpa Queens performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fpa Queens Market Price Analysis
Market price analysis indicators help investors to evaluate how Fpa Queens 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 Fpa Queens shares will generate the highest return on investment. By understating and applying Fpa Queens mutual fund market price indicators, traders can identify Fpa Queens position entry and exit signals to maximize returns.
Fpa Queens Return and Market Media
The median price of Fpa Queens for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 39.68 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 39.97, and mean deviation of 0.93. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fpa Queens 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 Fpa or other funds. Alpha measures the amount that position in Fpa Queens Road 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 Fpa Queens 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, Fpa Queens' short interest history, or implied volatility extrapolated from Fpa Queens options trading.
Build Portfolio with Fpa Queens
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Other Information on Investing in Fpa Mutual Fund
Fpa Queens financial ratios help investors to determine whether Fpa 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 Fpa with respect to the benefits of owning Fpa Queens security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |