Mondrian Global Equity Fund Alpha and Beta Analysis

MPGVX Fund  USD 14.89  0.02  0.13%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mondrian Global Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mondrian Global over a specified time horizon. Remember, high Mondrian Global'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 Mondrian Global's market risk premium analysis include:
Beta
0.45
Alpha
(0.09)
Risk
0.61
Sharpe Ratio
(0.01)
Expected Return
(0.01)
Please note that although Mondrian Global 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, Mondrian Global did 0.09  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 Mondrian Global Equity fund's relative risk over its benchmark. Mondrian Global Equity has a beta of 0.45  . As returns on the market increase, Mondrian Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mondrian Global 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 Mondrian Global Backtesting, Portfolio Optimization, Mondrian Global Correlation, Mondrian Global Hype Analysis, Mondrian Global Volatility, Mondrian Global History and analyze Mondrian Global Performance.

Mondrian Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mondrian Global market risk premium is the additional return an investor will receive from holding Mondrian Global 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 Mondrian Global. 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 Mondrian Global's performance over market.
α-0.09   β0.45

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

Mondrian Global Market Price Analysis

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

Mondrian Global Return and Market Media

The median price of Mondrian Global for the period between Mon, Sep 9, 2024 and Sun, Dec 8, 2024 is 15.07 with a coefficient of variation of 2.03. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 15.09, and mean deviation of 0.26. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Mondrian Global

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 Mondrian Mutual Fund

Mondrian Global financial ratios help investors to determine whether Mondrian 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 Mondrian with respect to the benefits of owning Mondrian Global security.
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences