Kopernik International Fund Alpha and Beta Analysis
| KGIIX Fund | USD 13.73 0.10 0.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kopernik International Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kopernik International over a specified time horizon. Remember, high Kopernik International'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 Kopernik International's market risk premium analysis include:
Beta 0.0234 | Alpha (0.03) | Risk 0.69 | Sharpe Ratio (0.07) | Expected Return (0.05) |
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.
Kopernik |
Kopernik International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kopernik International market risk premium is the additional return an investor will receive from holding Kopernik International 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 Kopernik International. 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 Kopernik International's performance over market.| α | -0.03 | β | 0.02 |
Kopernik International 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 Kopernik International's Buy-and-hold return. Our buy-and-hold chart shows how Kopernik International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kopernik International Market Price Analysis
Market price analysis indicators help investors to evaluate how Kopernik International 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 Kopernik International shares will generate the highest return on investment. By understating and applying Kopernik International mutual fund market price indicators, traders can identify Kopernik International position entry and exit signals to maximize returns.
Kopernik International Return and Market Media
The median price of Kopernik International for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 14.3 with a coefficient of variation of 2.04. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 14.25, and mean deviation of 0.26. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Argus Research Upgrades Newmont Corporation - Depositary Receipt - MSN | 10/02/2024 |
2 | CLSA Initiates Coverage of Newmont Corporation - Depositary Receipt with Underperform Recommendation - MSN | 11/29/2024 |
About Kopernik International 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 Kopernik or other funds. Alpha measures the amount that position in Kopernik International 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 Kopernik International 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, Kopernik International's short interest history, or implied volatility extrapolated from Kopernik International options trading.
Build Portfolio with Kopernik International
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Other Information on Investing in Kopernik Mutual Fund
Kopernik International financial ratios help investors to determine whether Kopernik 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 Kopernik with respect to the benefits of owning Kopernik International security.
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