Stone Harbor Alpha and Beta Analysis

XEDFX -- USA Fund  

USD 9.32  0.04  0.43%

This module allows you to check different measures of market premium for Stone Harbor Emerging Markets I as well as systematic risk associated with investing in Stone Harbor over a specified time horizon. See also Stone Harbor Backtesting, Portfolio Optimization, Stone Harbor Correlation, Stone Harbor Hype Analysis, Stone Harbor Volatility, Stone Harbor History and analyze Stone Harbor Performance.
Horizon     30 Days    Login   to change
Run Premiums

Stone Harbor Market Premiums

α0.13   β0.21
30 days against DJI

Stone Harbor expected buy-and-hold returns

Stone Harbor Market Price Analysis

Stone Harbor Return and Market Media

The median price of Stone Harbor for the period between Tue, Jul 23, 2019 and Mon, Oct 21, 2019 is 9.39 with a coefficient of variation of 3.84. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 9.53, and mean deviation of 0.31. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)