Angel Oak Alpha and Beta Analysis

ANFIX -- USA Fund  

USD 9.48  0.02  0.21%

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

Angel Oak Market Premiums

α0.0194   β0.00
30 days against DJI

Angel Oak expected buy-and-hold returns

Angel Oak Market Price Analysis

Angel Oak Return and Market Media

The median price of Angel Oak for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 9.47 with a coefficient of variation of 0.42. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 9.46, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)