Energy Fund Class Fund Alpha and Beta Analysis
| RYEAX Fund | USD 247.07 3.71 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Energy Fund Class. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Fund over a specified time horizon. Remember, high Energy Fund'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 Energy Fund's market risk premium analysis include:
Beta 0.83 | Alpha 0.00053 | Risk 1.24 | Sharpe Ratio 0.0599 | Expected Return 0.0745 |
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.
Energy |
Energy Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Fund market risk premium is the additional return an investor will receive from holding Energy Fund 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 Energy Fund. 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 Energy Fund's performance over market.| α | 0.0005 | β | 0.83 |
Energy Fund 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 Energy Fund's Buy-and-hold return. Our buy-and-hold chart shows how Energy Fund performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Energy Fund Market Price Analysis
Market price analysis indicators help investors to evaluate how Energy Fund 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 Energy Fund shares will generate the highest return on investment. By understating and applying Energy Fund mutual fund market price indicators, traders can identify Energy Fund position entry and exit signals to maximize returns.
Energy Fund Return and Market Media
The median price of Energy Fund for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 235.28 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 6.92, arithmetic mean of 235.24, and mean deviation of 5.72. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Energy Fund 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 Energy or other funds. Alpha measures the amount that position in Energy Fund Class 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 Energy Fund 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, Energy Fund's short interest history, or implied volatility extrapolated from Energy Fund options trading.
Build Portfolio with Energy Fund
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 Energy Mutual Fund
Energy Fund financial ratios help investors to determine whether Energy 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 Energy with respect to the benefits of owning Energy Fund security.
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