Guidemark Large Cap Fund Alpha and Beta Analysis

GMLGX Fund  USD 35.65  0.12  0.34%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Guidemark Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Guidemark(r) Large over a specified time horizon. Remember, high Guidemark(r) Large'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 Guidemark(r) Large's market risk premium analysis include:
Beta
0.87
Alpha
0.0587
Risk
0.72
Sharpe Ratio
0.28
Expected Return
0.2
Please note that although Guidemark(r) Large 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, Guidemark(r) Large did 0.06  better 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 Guidemark Large Cap fund's relative risk over its benchmark. Guidemark Large Cap has a beta of 0.87  . Guidemark(r) Large returns are very sensitive to returns on the market. As the market goes up or down, Guidemark(r) Large is expected to follow. .
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 Guidemark(r) Large Backtesting, Portfolio Optimization, Guidemark(r) Large Correlation, Guidemark(r) Large Hype Analysis, Guidemark(r) Large Volatility, Guidemark(r) Large History and analyze Guidemark(r) Large Performance.

Guidemark(r) Large Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Guidemark(r) Large market risk premium is the additional return an investor will receive from holding Guidemark(r) Large 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 Guidemark(r) Large. 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 Guidemark(r) Large's performance over market.
α0.06   β0.87

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

Guidemark(r) Large Market Price Analysis

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

Guidemark(r) Large Return and Market Media

The median price of Guidemark(r) Large for the period between Mon, Sep 9, 2024 and Sun, Dec 8, 2024 is 33.52 with a coefficient of variation of 3.28. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 33.6, and mean deviation of 0.88. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  

About Guidemark(r) Large 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 Guidemark(r) or other funds. Alpha measures the amount that position in Guidemark Large Cap 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 Guidemark(r) Large 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, Guidemark(r) Large's short interest history, or implied volatility extrapolated from Guidemark(r) Large options trading.

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Other Information on Investing in Guidemark(r) Mutual Fund

Guidemark(r) Large financial ratios help investors to determine whether Guidemark(r) 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 Guidemark(r) with respect to the benefits of owning Guidemark(r) Large security.
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