Cbre Clarion Global Fund Alpha and Beta Analysis
| IGR Fund | USD 5.80 0.03 0.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cbre Clarion Global. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cbre Clarion over a specified time horizon. Remember, high Cbre Clarion'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 Cbre Clarion's market risk premium analysis include:
Beta 0.3 | Alpha (0.11) | Risk 1.2 | Sharpe Ratio (0.07) | Expected Return (0.08) |
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.
CBRE |
Cbre Clarion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cbre Clarion market risk premium is the additional return an investor will receive from holding Cbre Clarion 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 Cbre Clarion. 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 Cbre Clarion's performance over market.| α | -0.11 | β | 0.30 |
Cbre Clarion 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 Cbre Clarion's Buy-and-hold return. Our buy-and-hold chart shows how Cbre Clarion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cbre Clarion Market Price Analysis
Market price analysis indicators help investors to evaluate how Cbre Clarion fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cbre Clarion shares will generate the highest return on investment. By understating and applying Cbre Clarion fund market price indicators, traders can identify Cbre Clarion position entry and exit signals to maximize returns.
Cbre Clarion Return and Market Media
The median price of Cbre Clarion for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 6.01 with a coefficient of variation of 4.92. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 5.97, and mean deviation of 0.25. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Take IGR seriously, Kaduna North LG chairman tells successor - Punch Newspapers | 10/15/2024 |
2 | RipplesMetrics Only 9 states can fund personnel costs with IGR - Ripples Nigeria | 11/07/2024 |
About Cbre Clarion 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 CBRE or other funds. Alpha measures the amount that position in Cbre Clarion Global 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 Cbre Clarion 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, Cbre Clarion's short interest history, or implied volatility extrapolated from Cbre Clarion options trading.
Build Portfolio with Cbre Clarion
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Other Information on Investing in CBRE Fund
Cbre Clarion financial ratios help investors to determine whether CBRE 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 CBRE with respect to the benefits of owning Cbre Clarion security.
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