Fondo Mutuo (Chile) Alpha and Beta Analysis
| CFMDIVO Etf | CLP 1,375 7.40 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fondo Mutuo ETF. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fondo Mutuo over a specified time horizon. Remember, high Fondo Mutuo'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 Fondo Mutuo's market risk premium analysis include:
Beta (0.10) | Alpha 0.0159 | Risk 0.67 | Sharpe Ratio 0.0724 | Expected Return 0.0484 |
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.
Fondo |
Fondo Mutuo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fondo Mutuo market risk premium is the additional return an investor will receive from holding Fondo Mutuo 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 Fondo Mutuo. 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 Fondo Mutuo's performance over market.| α | 0.02 | β | -0.1 |
Fondo Mutuo 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 Fondo Mutuo's Buy-and-hold return. Our buy-and-hold chart shows how Fondo Mutuo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fondo Mutuo Market Price Analysis
Market price analysis indicators help investors to evaluate how Fondo Mutuo etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fondo Mutuo shares will generate the highest return on investment. By understating and applying Fondo Mutuo etf market price indicators, traders can identify Fondo Mutuo position entry and exit signals to maximize returns.
Fondo Mutuo Return and Market Media
The median price of Fondo Mutuo for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 1357.27 with a coefficient of variation of 1.49. The daily time series for the period is distributed with a sample standard deviation of 20.19, arithmetic mean of 1355.14, and mean deviation of 15.47. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Fondo Mutuo 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 Fondo or other etfs. Alpha measures the amount that position in Fondo Mutuo ETF 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 Fondo Mutuo 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, Fondo Mutuo's short interest history, or implied volatility extrapolated from Fondo Mutuo options trading.
Build Portfolio with Fondo Mutuo
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Other Information on Investing in Fondo Etf
Fondo Mutuo financial ratios help investors to determine whether Fondo Etf 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 Fondo with respect to the benefits of owning Fondo Mutuo security.