13d Activist Fund Alpha and Beta Analysis
| DDDAX Fund | USD 21.13 0.06 0.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as 13d Activist Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in 13d Activist over a specified time horizon. Remember, high 13d Activist'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 13d Activist's market risk premium analysis include:
Beta 1.01 | Alpha (0.05) | Risk 1.05 | Sharpe Ratio 0.0073 | Expected Return 0.0077 |
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.
13d |
13d Activist Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. 13d Activist market risk premium is the additional return an investor will receive from holding 13d Activist 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 13d Activist. 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 13d Activist's performance over market.| α | -0.05 | β | 1.01 |
13d Activist 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 13d Activist's Buy-and-hold return. Our buy-and-hold chart shows how 13d Activist performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.13d Activist Market Price Analysis
Market price analysis indicators help investors to evaluate how 13d Activist 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 13d Activist shares will generate the highest return on investment. By understating and applying 13d Activist mutual fund market price indicators, traders can identify 13d Activist position entry and exit signals to maximize returns.
13d Activist Return and Market Media
The median price of 13d Activist for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 21.3 with a coefficient of variation of 2.78. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 21.51, and mean deviation of 0.49. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About 13d Activist 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 13d or other funds. Alpha measures the amount that position in 13d Activist 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 13d Activist 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, 13d Activist's short interest history, or implied volatility extrapolated from 13d Activist options trading.
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Other Information on Investing in 13d Mutual Fund
13d Activist financial ratios help investors to determine whether 13d 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 13d with respect to the benefits of owning 13d Activist security.
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