Aberdeen Small Cap Fund Alpha and Beta Analysis
| GSXAX Fund | USD 30.65 0.11 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aberdeen Small Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aberdeen Small over a specified time horizon. Remember, high Aberdeen Small'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 Aberdeen Small's market risk premium analysis include:
Beta 1.49 | Alpha (0.07) | Risk 1.1 | Sharpe Ratio 0.0139 | Expected Return 0.0153 |
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.
Aberdeen |
Aberdeen Small Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aberdeen Small market risk premium is the additional return an investor will receive from holding Aberdeen Small 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 Aberdeen Small. 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 Aberdeen Small's performance over market.| α | -0.07 | β | 1.49 |
Aberdeen Small 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 Aberdeen Small's Buy-and-hold return. Our buy-and-hold chart shows how Aberdeen Small performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aberdeen Small Market Price Analysis
Market price analysis indicators help investors to evaluate how Aberdeen Small 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 Aberdeen Small shares will generate the highest return on investment. By understating and applying Aberdeen Small mutual fund market price indicators, traders can identify Aberdeen Small position entry and exit signals to maximize returns.
Aberdeen Small Return and Market Media
The median price of Aberdeen Small for the period between Thu, Jan 18, 2024 and Wed, Apr 17, 2024 is 31.45 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 0.54, arithmetic mean of 31.34, and mean deviation of 0.45. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Aberdeen Small 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 Aberdeen or other funds. Alpha measures the amount that position in Aberdeen Small 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 Aberdeen Small 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, Aberdeen Small's short interest history, or implied volatility extrapolated from Aberdeen Small options trading.
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Check out Aberdeen Small Backtesting, Portfolio Optimization, Aberdeen Small Correlation, Aberdeen Small Hype Analysis, Aberdeen Small Volatility, Aberdeen Small History and analyze Aberdeen Small Performance. Note that the Aberdeen Small Cap information on this page should be used as a complementary analysis to other Aberdeen Small'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 the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Aberdeen Small 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.