Ashmore Emerging Markets Fund Alpha and Beta Analysis
| EFEIX Fund | USD 12.65 0.06 0.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ashmore Emerging Markets. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ashmore Emerging over a specified time horizon. Remember, high Ashmore Emerging'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 Ashmore Emerging's market risk premium analysis include:
Beta 0.14 | Alpha (0.02) | Risk 0.42 | Sharpe Ratio 0.0137 | Expected Return 0.0057 |
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.
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Ashmore Emerging Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ashmore Emerging market risk premium is the additional return an investor will receive from holding Ashmore Emerging 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 Ashmore Emerging. 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 Ashmore Emerging's performance over market.| α | -0.02 | β | 0.14 |
Ashmore Emerging 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 Ashmore Emerging's Buy-and-hold return. Our buy-and-hold chart shows how Ashmore Emerging performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ashmore Emerging Market Price Analysis
Market price analysis indicators help investors to evaluate how Ashmore Emerging 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 Ashmore Emerging shares will generate the highest return on investment. By understating and applying Ashmore Emerging mutual fund market price indicators, traders can identify Ashmore Emerging position entry and exit signals to maximize returns.
Ashmore Emerging Return and Market Media
The median price of Ashmore Emerging for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 12.54 with a coefficient of variation of 0.85. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 12.55, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ashmore Emerging 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 Ashmore or other funds. Alpha measures the amount that position in Ashmore Emerging Markets 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 Ashmore Emerging 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, Ashmore Emerging's short interest history, or implied volatility extrapolated from Ashmore Emerging options trading.
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Other Information on Investing in Ashmore Mutual Fund
Ashmore Emerging financial ratios help investors to determine whether Ashmore 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 Ashmore with respect to the benefits of owning Ashmore Emerging security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |