Franklin Founding Funds Fund Alpha and Beta Analysis

FFALX Fund  USD 15.83  0.08  0.51%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin Founding Funds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin Founding over a specified time horizon. Remember, high Franklin Founding'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 Franklin Founding's market risk premium analysis include:
Beta
0.4
Alpha
(0.02)
Risk
0.45
Sharpe Ratio
(0.02)
Expected Return
(0.01)
Please note that although Franklin Founding alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Franklin Founding did 0.02  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Franklin Founding Funds fund's relative risk over its benchmark. Franklin Founding Funds has a beta of 0.40  . As returns on the market increase, Franklin Founding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Founding is expected to be smaller as well. .
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.
  
Check out Franklin Founding Backtesting, Portfolio Optimization, Franklin Founding Correlation, Franklin Founding Hype Analysis, Franklin Founding Volatility, Franklin Founding History and analyze Franklin Founding Performance.

Franklin Founding Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin Founding market risk premium is the additional return an investor will receive from holding Franklin Founding 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 Franklin Founding. 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 Franklin Founding's performance over market.
α-0.02   β0.40

Franklin Founding 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 Franklin Founding's Buy-and-hold return. Our buy-and-hold chart shows how Franklin Founding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Franklin Founding Market Price Analysis

Market price analysis indicators help investors to evaluate how Franklin Founding 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 Franklin Founding shares will generate the highest return on investment. By understating and applying Franklin Founding mutual fund market price indicators, traders can identify Franklin Founding position entry and exit signals to maximize returns.

Franklin Founding Return and Market Media

The median price of Franklin Founding for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 15.83 with a coefficient of variation of 0.9. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 15.85, and mean deviation of 0.11. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Franklin Global Allocation Fund Q3 2024 Commentary - Seeking Alpha
11/21/2024

About Franklin Founding 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 Franklin or other funds. Alpha measures the amount that position in Franklin Founding Funds 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 Franklin Founding 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, Franklin Founding's short interest history, or implied volatility extrapolated from Franklin Founding options trading.

Build Portfolio with Franklin Founding

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Franklin Mutual Fund

Franklin Founding financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin Founding security.
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Money Managers
Screen money managers from public funds and ETFs managed around the world
Technical Analysis
Check basic technical indicators and analysis based on most latest market data