Columbia Mid Cap Fund Alpha and Beta Analysis
| CFDRX Fund | USD 16.14 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Columbia Mid Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia Mid over a specified time horizon. Remember, high Columbia Mid'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 Columbia Mid's market risk premium analysis include:
Beta (0.07) | Alpha 0.0827 | Risk 0.74 | Sharpe Ratio 0.11 | Expected Return 0.0822 |
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.
Columbia |
Columbia Mid Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia Mid market risk premium is the additional return an investor will receive from holding Columbia Mid 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 Columbia Mid. 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 Columbia Mid's performance over market.| α | 0.08 | β | -0.07 |
Columbia Mid Fundamentals Vs Peers
Comparing Columbia Mid's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Columbia Mid's direct or indirect competition across all of the common fundamentals between Columbia Mid and the related equities. This way, we can detect undervalued stocks with similar characteristics as Columbia Mid or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Columbia Mid's fundamental indicators could also be used in its relative valuation, which is a method of valuing Columbia Mid by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Columbia Mid to competition |
| Fundamentals | Columbia Mid | Peer Average |
| Price To Earning | 18.05 X | 6.53 X |
| Price To Book | 1.92 X | 0.74 X |
| Price To Sales | 1.31 X | 0.61 X |
| Annual Yield | 0.01 % | 0.29 % |
| Year To Date Return | 20.74 % | 0.39 % |
| One Year Return | 31.00 % | 4.15 % |
| Three Year Return | 7.61 % | 3.60 % |
Columbia Mid Opportunities
Columbia Mid Return and Market Media
The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
About Columbia Mid 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 Columbia or other funds. Alpha measures the amount that position in Columbia Mid Cap 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 Columbia Mid 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, Columbia Mid's short interest history, or implied volatility extrapolated from Columbia Mid options trading.
Build Portfolio with Columbia Mid
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 Columbia Mutual Fund
Columbia Mid financial ratios help investors to determine whether Columbia 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 Columbia with respect to the benefits of owning Columbia Mid security.
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |