Allianz NFJ Alpha and Beta Analysis

ANFVX -- USA Fund  

USD 17.05  0.14  0.83%

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

Allianz NFJ Market Premiums

α0.019224   β0.06
30 days against DJI

Allianz NFJ expected buy-and-hold returns

Allianz NFJ Market Price Analysis

Allianz NFJ Return and Market Media

The median price of Allianz NFJ for the period between Fri, Jul 19, 2019 and Thu, Oct 17, 2019 is 16.88 with a coefficient of variation of 2.4. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 16.79, and mean deviation of 0.35. The Fund received substential amount of media coverage during this period.
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