Columbia Global Dividend Fund Alpha and Beta Analysis
| CGOLX Fund | USD 20.15 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 Global Dividend. It also helps investors analyze the systematic and unsystematic risks associated with investing in Columbia Global over a specified time horizon. Remember, high Columbia Global'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 Global's market risk premium analysis include:
Beta (0.01) | Alpha (0.07) | Risk 0.73 | Sharpe Ratio (0.04) | Expected Return (0.03) |
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 Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Columbia Global market risk premium is the additional return an investor will receive from holding Columbia Global 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 Global. 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 Global's performance over market.| α | -0.07 | β | -0.0077 |
Columbia Global Fundamentals Vs Peers
Comparing Columbia Global'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 Global's direct or indirect competition across all of the common fundamentals between Columbia Global and the related equities. This way, we can detect undervalued stocks with similar characteristics as Columbia Global or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Columbia Global's fundamental indicators could also be used in its relative valuation, which is a method of valuing Columbia Global by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Columbia Global to competition |
| Fundamentals | Columbia Global | Peer Average |
| Price To Earning | 16.35 X | 6.53 X |
| Price To Book | 2.33 X | 0.74 X |
| Price To Sales | 1.59 X | 0.61 X |
| Annual Yield | 0.02 % | 0.29 % |
| Year To Date Return | 4.69 % | 0.39 % |
| One Year Return | 9.79 % | 4.15 % |
| Three Year Return | 2.57 % | 3.60 % |
Columbia Global Opportunities
Columbia Global Return and Market Media
The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Columbia International Dividend Income Fund Q3 2024 Investment Commentary - Seeking Alpha | 11/06/2024 |
About Columbia Global 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 Global Dividend 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 Global 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 Global's short interest history, or implied volatility extrapolated from Columbia Global options trading.
Build Portfolio with Columbia Global
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 Global 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 Global security.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |