TERIX Mutual Fund Alpha and Beta Analysis

TERIX -  USA Fund  

USD 26.22  0.36  1.39%

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

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Please note that although All Terrain 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, All Terrain did 0.006448  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 All Terrain Opportunity fund's relative risk over its benchmark. All Terrain Opportunity has a beta of 0.08  . Let's try to break down what TERIX's beta means in this case. As returns on the market increase, returns on owning All Terrain are expected to decrease at a much lower rate. During the bear market, All Terrain 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.

All Terrain Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. All Terrain market risk premium is the additional return an investor will receive from holding All Terrain 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 All Terrain. 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 All Terrain's performance over market.
α0.006448   β-0.08
90 days against DJI

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

All Terrain Market Price Analysis

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

All Terrain Return and Market Media

The median price of All Terrain for the period between Wed, Jun 23, 2021 and Tue, Sep 21, 2021 is 26.24 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 26.23, and mean deviation of 0.12. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About All Terrain 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 All Terrain Opportunity 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.

All Terrain Investors Sentiment

The influence of All Terrain's 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 TERIX. 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.

Current Sentiment - TERIX

All Terrain Opportunity Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in All Terrain Opportunity. What is your sentiment towards investing in All Terrain Opportunity? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Build Portfolio with All Terrain

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 All Terrain Backtesting, Portfolio Optimization, All Terrain Correlation, All Terrain Hype Analysis, All Terrain Volatility, All Terrain History and analyze All Terrain Performance. Note that the All Terrain Opportunity information on this page should be used as a complementary analysis to other All Terrain'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Complementary Tools for TERIX Mutual Fund analysis

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