Angel Oak Alpha and Beta Analysis

ANFLX -- USA Fund  

USD 9.50  0.01  0.11%

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

α0.022173   β0.0134
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 Thu, Jul 25, 2019 and Wed, Oct 23, 2019 is 9.485037 with a coefficient of variation of 21.99. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 9.05, and mean deviation of 0.82. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)