Zevenbergen Genea Fund Alpha and Beta Analysis
| ZVGNX Fund | USD 51.96 0.60 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zevenbergen Genea Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zevenbergen Genea over a specified time horizon. Remember, high Zevenbergen Genea'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 Zevenbergen Genea's market risk premium analysis include:
Beta 1.27 | Alpha 0.25 | Risk 1.4 | Sharpe Ratio 0.33 | Expected Return 0.46 |
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.
Zevenbergen |
Zevenbergen Genea Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zevenbergen Genea market risk premium is the additional return an investor will receive from holding Zevenbergen Genea 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 Zevenbergen Genea. 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 Zevenbergen Genea's performance over market.| α | 0.25 | β | 1.27 |
Zevenbergen Genea 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 Zevenbergen Genea's Buy-and-hold return. Our buy-and-hold chart shows how Zevenbergen Genea performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zevenbergen Genea Market Price Analysis
Market price analysis indicators help investors to evaluate how Zevenbergen Genea 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 Zevenbergen Genea shares will generate the highest return on investment. By understating and applying Zevenbergen Genea mutual fund market price indicators, traders can identify Zevenbergen Genea position entry and exit signals to maximize returns.
Zevenbergen Genea Return and Market Media
The median price of Zevenbergen Genea for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 43.27 with a coefficient of variation of 8.45. The daily time series for the period is distributed with a sample standard deviation of 3.73, arithmetic mean of 44.15, and mean deviation of 2.87. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Zevenbergen Genea 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 Zevenbergen or other funds. Alpha measures the amount that position in Zevenbergen Genea 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 Zevenbergen Genea 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, Zevenbergen Genea's short interest history, or implied volatility extrapolated from Zevenbergen Genea options trading.
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Other Information on Investing in Zevenbergen Mutual Fund
Zevenbergen Genea financial ratios help investors to determine whether Zevenbergen 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 Zevenbergen with respect to the benefits of owning Zevenbergen Genea security.
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