EQUINOX Mutual Fund Alpha and Beta Analysis

Mutual Funds . USA . 
Fund . EQUINOX CAMPBELL STRATEGY
EBSCX Fund  USD 8.95  0.07  0.78%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EQUINOX CAMPBELL STRATEGY. It also helps investors analyze the systematic and unsystematic risks associated with investing in EQUINOX CAMPBELL over a specified time horizon. Remember, high EQUINOX CAMPBELL'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.
Check out EQUINOX CAMPBELL Backtesting, Portfolio Optimization, EQUINOX CAMPBELL Correlation, EQUINOX CAMPBELL Hype Analysis, EQUINOX CAMPBELL Volatility, EQUINOX CAMPBELL History and analyze EQUINOX CAMPBELL Performance.
  
Please note that although EQUINOX CAMPBELL 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, EQUINOX CAMPBELL did 0.024  worse 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 EQUINOX CAMPBELL STRATEGY fund's relative risk over its benchmark. EQUINOX CAMPBELL STRATEGY has a beta of 0.19  . Let's try to break down what EQUINOX's beta means in this case. As returns on the market increase, returns on owning EQUINOX CAMPBELL are expected to decrease at a much lower rate. During the bear market, EQUINOX CAMPBELL is likely to outperform the market.
.
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.

EQUINOX CAMPBELL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EQUINOX CAMPBELL market risk premium is the additional return an investor will receive from holding EQUINOX CAMPBELL 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 EQUINOX CAMPBELL. 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 EQUINOX CAMPBELL's performance over market.
α-0.02   β-0.19
90 days against NYA

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

EQUINOX CAMPBELL Market Price Analysis

Market price analysis indicators help investors to evaluate how EQUINOX CAMPBELL 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 EQUINOX CAMPBELL shares will generate the highest return on investment. By understating and applying EQUINOX CAMPBELL mutual fund market price indicators, traders can identify EQUINOX CAMPBELL position entry and exit signals to maximize returns.
Price Series Subtraction
Price Series Multiplication
Sinh Values Of Price Series
Price Ceiling Movement
Rate of change ratio
Balance Of Power
Triangular Moving Average
MESA Adaptive Moving Average
Unique 3 River
Separating Lines

EQUINOX CAMPBELL Return and Market Media

The median price of EQUINOX CAMPBELL for the period between Fri, Mar 3, 2023 and Thu, Jun 1, 2023 is 8.91 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 8.94, and mean deviation of 0.1. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with EQUINOX CAMPBELL

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 EQUINOX CAMPBELL Backtesting, Portfolio Optimization, EQUINOX CAMPBELL Correlation, EQUINOX CAMPBELL Hype Analysis, EQUINOX CAMPBELL Volatility, EQUINOX CAMPBELL History and analyze EQUINOX CAMPBELL Performance. Note that the EQUINOX CAMPBELL STRATEGY information on this page should be used as a complementary analysis to other EQUINOX CAMPBELL's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Complementary Tools for EQUINOX Mutual Fund analysis

When running EQUINOX CAMPBELL's price analysis, check to measure EQUINOX CAMPBELL'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 EQUINOX CAMPBELL is operating at the current time. Most of EQUINOX CAMPBELL's value examination focuses on studying past and present price action to predict the probability of EQUINOX CAMPBELL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EQUINOX CAMPBELL's price. Additionally, you may evaluate how the addition of EQUINOX CAMPBELL to your portfolios can decrease your overall portfolio volatility.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
EQUINOX CAMPBELL 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.
Overlap Analysis
View
Forecast Models
View
Price Shifting
View
Volatility Indicators
View
Value Movement
View
A focus of EQUINOX CAMPBELL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of EQUINOX CAMPBELL 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...

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2023 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY