Blue Chip Growth Fund Alpha and Beta Analysis
| VCBCX Fund | USD 16.38 0.33 2.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Blue Chip Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Blue Chip over a specified time horizon. Remember, high Blue Chip'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 Blue Chip's market risk premium analysis include:
Beta 1.13 | Alpha 0.0131 | Risk 2.3 | Sharpe Ratio 0.0425 | Expected Return 0.0977 |
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.
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Blue Chip Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Blue Chip market risk premium is the additional return an investor will receive from holding Blue Chip 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 Blue Chip. 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 Blue Chip's performance over market.| α | 0.01 | β | 1.13 |
Blue Chip 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 Blue Chip's Buy-and-hold return. Our buy-and-hold chart shows how Blue Chip performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Blue Chip Market Price Analysis
Market price analysis indicators help investors to evaluate how Blue Chip 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 Blue Chip shares will generate the highest return on investment. By understating and applying Blue Chip mutual fund market price indicators, traders can identify Blue Chip position entry and exit signals to maximize returns.
Blue Chip Return and Market Media
The median price of Blue Chip for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 16.29 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 16.28, and mean deviation of 0.37. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Blue Chip 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 Blue or other funds. Alpha measures the amount that position in Blue Chip Growth 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 Blue Chip 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, Blue Chip's short interest history, or implied volatility extrapolated from Blue Chip options trading.
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Align your risk with return expectations
Check out Blue Chip Backtesting, Portfolio Optimization, Blue Chip Correlation, Blue Chip Hype Analysis, Blue Chip Volatility, Blue Chip History and analyze Blue Chip Performance. Note that the Blue Chip Growth information on this page should be used as a complementary analysis to other Blue Chip's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Blue Chip technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.