Glenmede International Secured Fund Alpha and Beta Analysis
| NOVIX Fund | USD 5.26 0.01 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Glenmede International Secured. It also helps investors analyze the systematic and unsystematic risks associated with investing in Glenmede International over a specified time horizon. Remember, high Glenmede International'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 Glenmede International's market risk premium analysis include:
Beta 0.0741 | Alpha 0.0402 | Risk 0.31 | Sharpe Ratio 0.18 | Expected Return 0.0567 |
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.
Glenmede |
Glenmede International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Glenmede International market risk premium is the additional return an investor will receive from holding Glenmede International 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 Glenmede International. 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 Glenmede International's performance over market.| α | 0.04 | β | 0.07 |
Glenmede International 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 Glenmede International's Buy-and-hold return. Our buy-and-hold chart shows how Glenmede International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Glenmede International Market Price Analysis
Market price analysis indicators help investors to evaluate how Glenmede International 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 Glenmede International shares will generate the highest return on investment. By understating and applying Glenmede International mutual fund market price indicators, traders can identify Glenmede International position entry and exit signals to maximize returns.
Glenmede International Return and Market Media
The median price of Glenmede International for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 5.19 with a coefficient of variation of 1.52. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 5.18, and mean deviation of 0.07. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Glenmede International 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 Glenmede or other funds. Alpha measures the amount that position in Glenmede International 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 Glenmede International 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, Glenmede International's short interest history, or implied volatility extrapolated from Glenmede International options trading.
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Check out Glenmede International Backtesting, Portfolio Optimization, Glenmede International Correlation, Glenmede International Hype Analysis, Glenmede International Volatility, Glenmede International History and analyze Glenmede International Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Glenmede International 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.