Union Street Partners Fund Alpha and Beta Analysis
| USPFX Fund | USD 31.66 0.25 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Union Street Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Union Street over a specified time horizon. Remember, high Union Street'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 Union Street's market risk premium analysis include:
Beta (0.08) | Alpha 0.0449 | Risk 0.7 | Sharpe Ratio 0.0834 | Expected Return 0.0586 |
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.
Union |
Union Street Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Union Street market risk premium is the additional return an investor will receive from holding Union Street 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 Union Street. 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 Union Street's performance over market.| α | 0.04 | β | -0.08 |
Union Street 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 Union Street's Buy-and-hold return. Our buy-and-hold chart shows how Union Street performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Union Street Market Price Analysis
Market price analysis indicators help investors to evaluate how Union Street 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 Union Street shares will generate the highest return on investment. By understating and applying Union Street mutual fund market price indicators, traders can identify Union Street position entry and exit signals to maximize returns.
Union Street Return and Market Media
The median price of Union Street for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 30.81 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 30.7, and mean deviation of 0.33. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Union Street 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 Union or other funds. Alpha measures the amount that position in Union Street 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 Union Street 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, Union Street's short interest history, or implied volatility extrapolated from Union Street options trading.
Build Portfolio with Union Street
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 Union Mutual Fund
Union Street financial ratios help investors to determine whether Union 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 Union with respect to the benefits of owning Union Street security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |