Zacks Market Alpha and Beta Analysis Overview

ZMNIX -- USA Fund  

USD 12.85  0.01  0.08%

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

Zacks Market Market Premiums

α0.08β0.18
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.09

Total Risk Alpha  

0.14

Sortino Ratio  

0.0

Treynor Ratio  

0.45

Zacks Market expected buy-and-hold returns

Zacks Market Market Price Analysis

Zacks Market Return and Market Media

The median price of Zacks Market for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 12.92 with a coefficient of variation of 0.56. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 12.93, and mean deviation of 0.06. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Analyst Research and Ratings MGP Ingredients, Inc. , Axon En...08/28/2018
2
Sale by Michael Garnreiter of 1000 shares of Axon Enterprise09/04/2018
3
Stock Focus Investors Keen on Axon Enterprise, Inc as it Mak...09/13/2018
4
Understanding Your Return On Investment In Axon Enterprise I...09/17/2018

Current Sentiment - ZMNIX

Zacks Market Neutral Investor Sentiment

Macroaxis portfolio users are unemotional in their take regarding investing in Zacks Market Neutral Institutional. What is your take regarding investing in Zacks Market Neutral Institutional? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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
See also Zacks Market Backtesting, Portfolio Optimization, Zacks Market Correlation, Zacks Market Hype Analysis, Zacks Market Volatility, Zacks Market History and analyze Zacks Market Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com