Kinetics Global Fund Alpha and Beta Analysis

WWWEX Fund  USD 11.87  0.03  0.25%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kinetics Global Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kinetics Global over a specified time horizon. Remember, high Kinetics Global'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 Kinetics Global's market risk premium analysis include:
Beta
(0.40)
Alpha
0.38
Risk
1.55
Sharpe Ratio
0.26
Expected Return
0.4
Please note that although Kinetics Global 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, Kinetics Global did 0.38  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 Kinetics Global Fund fund's relative risk over its benchmark. Kinetics Global Fund has a beta of 0.40  . As returns on the market increase, returns on owning Kinetics Global are expected to decrease at a much lower rate. During the bear market, Kinetics Global 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.
  
Check out Kinetics Global Backtesting, Portfolio Optimization, Kinetics Global Correlation, Kinetics Global Hype Analysis, Kinetics Global Volatility, Kinetics Global History and analyze Kinetics Global Performance.

Kinetics Global Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kinetics Global market risk premium is the additional return an investor will receive from holding Kinetics Global 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 Kinetics Global. 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 Kinetics Global's performance over market.
α0.38   β-0.4

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

Kinetics Global Market Price Analysis

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

Kinetics Global Return and Market Media

The median price of Kinetics Global for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 9.73 with a coefficient of variation of 9.12. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 10.23, and mean deviation of 0.81. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
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About Kinetics Global 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 Kinetics or other funds. Alpha measures the amount that position in Kinetics Global Fund 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 Kinetics Global 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, Kinetics Global's short interest history, or implied volatility extrapolated from Kinetics Global options trading.

Build Portfolio with Kinetics Global

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
Check out Kinetics Global Backtesting, Portfolio Optimization, Kinetics Global Correlation, Kinetics Global Hype Analysis, Kinetics Global Volatility, Kinetics Global History and analyze Kinetics Global Performance.
Note that the Kinetics Global Fund information on this page should be used as a complementary analysis to other Kinetics Global'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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

Complementary Tools for Kinetics Mutual Fund analysis

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