Zacks Market Alpha and Beta Analysis Overview

ZMNIX -- USA Fund  

USD 13.00  0.08  0.61%

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

α0.01552   β0.09
30 days against DJI

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 Fri, Oct 19, 2018 and Sun, Nov 18, 2018 is 12.97 with a coefficient of variation of 0.6. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 12.95, and mean deviation of 0.06. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Deckers Crushes Quarterly EPS Targets On Meatier Margins10/26/2018
2
Stocks At New Highs These 3 Sectors Boot The Bears, Break Ou...10/30/2018
3
Sale by Stefano Caroti of 1750 shares of Deckers Outdoor11/02/2018
4
You Need to See this stock Deckers Outdoor Corporation11/07/2018
5
Deckers Outdoor Corp Shares Bought by Robeco Institutional A...11/13/2018

Current Sentiment - ZMNIX

Zacks Market Neutral Investor Sentiment

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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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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