Dunham Large Cap Fund Alpha and Beta Analysis

DNLVX Fund  USD 19.24  0.26  1.37%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dunham Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dunham Large over a specified time horizon. Remember, high Dunham Large'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 Dunham Large's market risk premium analysis include:
Beta
0.91
Alpha
0.0399
Risk
0.55
Sharpe Ratio
0.29
Expected Return
0.16
Please note that although Dunham Large alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Dunham Large did 0.04  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Dunham Large Cap fund's relative risk over its benchmark. Dunham Large Cap has a beta of 0.91  . Dunham Large returns are very sensitive to returns on the market. As the market goes up or down, Dunham Large is expected to follow. .
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.
  
Check out Dunham Large Backtesting, Portfolio Optimization, Dunham Large Correlation, Dunham Large Hype Analysis, Dunham Large Volatility, Dunham Large History and analyze Dunham Large Performance.

Dunham Large Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dunham Large market risk premium is the additional return an investor will receive from holding Dunham Large 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 Dunham Large. 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 Dunham Large's performance over market.
α0.04   β0.91

Dunham Large 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 Dunham Large's Buy-and-hold return. Our buy-and-hold chart shows how Dunham Large performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Dunham Large Market Price Analysis

Market price analysis indicators help investors to evaluate how Dunham Large 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 Dunham Large shares will generate the highest return on investment. By understating and applying Dunham Large mutual fund market price indicators, traders can identify Dunham Large position entry and exit signals to maximize returns.

Dunham Large Return and Market Media

The median price of Dunham Large for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 17.93 with a coefficient of variation of 3.07. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 18.01, and mean deviation of 0.47. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Dunham Large 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 Dunham or other funds. Alpha measures the amount that position in Dunham Large Cap 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 Dunham Large 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, Dunham Large's short interest history, or implied volatility extrapolated from Dunham Large options trading.

Build Portfolio with Dunham Large

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Dunham Large Backtesting, Portfolio Optimization, Dunham Large Correlation, Dunham Large Hype Analysis, Dunham Large Volatility, Dunham Large History and analyze Dunham Large Performance.
You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Complementary Tools for Dunham Mutual Fund analysis

When running Dunham Large's price analysis, check to measure Dunham Large's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dunham Large is operating at the current time. Most of Dunham Large's value examination focuses on studying past and present price action to predict the probability of Dunham Large's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dunham Large's price. Additionally, you may evaluate how the addition of Dunham Large to your portfolios can decrease your overall portfolio volatility.
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Dunham Large 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.
A focus of Dunham Large technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dunham Large trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...