Absolute Capital Defender Fund Alpha and Beta Analysis
| ACMIX Fund | USD 10.68 0.06 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Absolute Capital Defender. It also helps investors analyze the systematic and unsystematic risks associated with investing in Absolute Capital over a specified time horizon. Remember, high Absolute Capital'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 Absolute Capital's market risk premium analysis include:
Beta 0.53 | Alpha (0.02) | Risk 0.38 | Sharpe Ratio 0.0785 | Expected Return 0.0297 |
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.
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Absolute Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Absolute Capital market risk premium is the additional return an investor will receive from holding Absolute Capital 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 Absolute Capital. 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 Absolute Capital's performance over market.| α | -0.02 | β | 0.53 |
Absolute Capital 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 Absolute Capital's Buy-and-hold return. Our buy-and-hold chart shows how Absolute Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Absolute Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Absolute Capital 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 Absolute Capital shares will generate the highest return on investment. By understating and applying Absolute Capital mutual fund market price indicators, traders can identify Absolute Capital position entry and exit signals to maximize returns.
Absolute Capital Return and Market Media
The median price of Absolute Capital for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 10.68 with a coefficient of variation of 1.22. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 10.67, and mean deviation of 0.11. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Absolute Capital 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 Absolute or other funds. Alpha measures the amount that position in Absolute Capital Defender 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 Absolute Capital 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, Absolute Capital's short interest history, or implied volatility extrapolated from Absolute Capital options trading.
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Check out Absolute Capital Backtesting, Portfolio Optimization, Absolute Capital Correlation, Absolute Capital Hype Analysis, Absolute Capital Volatility, Absolute Capital History and analyze Absolute Capital Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Absolute Capital 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.