Guggenheim Mutual Fund Alpha and Beta Analysis

SFEPX -  USA Fund  

USD 28.51  0.08  0.28%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Guggenheim Styleplus -. It also helps investors analyze the systematic and unsystematic risks associated with investing in Guggenheim Styleplus over a specified time horizon. Remember, high Guggenheim Styleplus' 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.
Additionally, take a look at Guggenheim Styleplus Backtesting, Portfolio Optimization, Guggenheim Styleplus Correlation, Guggenheim Styleplus Hype Analysis, Guggenheim Styleplus Volatility, Guggenheim Styleplus History and analyze Guggenheim Styleplus Performance.

Guggenheim Beta 

 
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Please note that although Guggenheim Styleplus 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., DOW index.) So in this particular case, Guggenheim Styleplus did 0.015728  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 Guggenheim Styleplus - fund's relative risk over its benchmark. Guggenheim Styleplus has a beta of 0.0334  . Let's try to break down what Guggenheim's beta means in this case. As returns on the market increase, returns on owning Guggenheim Styleplus are expected to decrease at a much lower rate. During the bear market, Guggenheim Styleplus is likely to outperform the market.
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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.

Guggenheim Styleplus Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Guggenheim Styleplus market risk premium is the additional return an investor will receive from holding Guggenheim Styleplus 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 Guggenheim Styleplus. 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 Guggenheim Styleplus' performance over market.
α-0.02   β-0.03
90 days against DJI

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

Guggenheim Styleplus Market Price Analysis

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

Guggenheim Styleplus Return and Market Media

The median price of Guggenheim Styleplus for the period between Sat, Sep 4, 2021 and Fri, Dec 3, 2021 is 28.31 with a coefficient of variation of 2.63. The daily time series for the period is distributed with a sample standard deviation of 0.74, arithmetic mean of 28.26, and mean deviation of 0.62. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
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About Guggenheim Styleplus 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Guggenheim Styleplus 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.

Guggenheim Styleplus Investors Sentiment

The influence of Guggenheim Styleplus' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Guggenheim. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Guggenheim Styleplus 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, Guggenheim Styleplus' short interest history, or implied volatility extrapolated from Guggenheim Styleplus options trading.

Current Sentiment - SFEPX

Guggenheim Styleplus Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Guggenheim Styleplus -. What is your judgment towards investing in Guggenheim Styleplus -? Are you bullish or bearish?
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Build Portfolio with Guggenheim Styleplus

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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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
Additionally, take a look at Guggenheim Styleplus Backtesting, Portfolio Optimization, Guggenheim Styleplus Correlation, Guggenheim Styleplus Hype Analysis, Guggenheim Styleplus Volatility, Guggenheim Styleplus History and analyze Guggenheim Styleplus Performance. Note that the Guggenheim Styleplus information on this page should be used as a complementary analysis to other Guggenheim Styleplus' 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Guggenheim Mutual Fund analysis

When running Guggenheim Styleplus price analysis, check to measure Guggenheim Styleplus' 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 Guggenheim Styleplus is operating at the current time. Most of Guggenheim Styleplus' value examination focuses on studying past and present price action to predict the probability of Guggenheim Styleplus' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Guggenheim Styleplus' price. Additionally, you may evaluate how the addition of Guggenheim Styleplus to your portfolios can decrease your overall portfolio volatility.
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Guggenheim Styleplus 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, stock market cycles, or different charting patterns.
A focus of Guggenheim Styleplus technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Guggenheim Styleplus 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...