Amana Growth Alpha and Beta Analysis

AMIGX -- USA Fund  

USD 42.60  0.50  1.16%

This module allows you to check different measures of market premium for Amana Growth Fund Institutional as well as systematic risk associated with investing in Amana Growth over a specified time horizon. Check also Amana Growth Backtesting, Portfolio Optimization, Amana Growth Correlation, Amana Growth Hype Analysis, Amana Growth Volatility, Amana Growth History and analyze Amana Growth Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Amana Growth Market Premiums

α0.019308   β0.97
30 days against DJI

Amana Growth expected buy-and-hold returns

Amana Growth Market Price Analysis

Amana Growth Return and Market Media

The median price of Amana Growth for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 42.47 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 42.31, and mean deviation of 0.53. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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5
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6
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7
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8
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9
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