Europacific Growth Fund Alpha and Beta Analysis
| AEGFX Fund | USD 56.66 0.34 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Europacific Growth Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Europacific Growth over a specified time horizon. Remember, high Europacific Growth'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 Europacific Growth's market risk premium analysis include:
Beta 0.89 | Alpha 0.029 | Risk 0.64 | Sharpe Ratio 0.19 | Expected Return 0.12 |
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.
Europacific |
Europacific Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Europacific Growth market risk premium is the additional return an investor will receive from holding Europacific Growth 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 Europacific Growth. 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 Europacific Growth's performance over market.| α | 0.03 | β | 0.89 |
Europacific Growth 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 Europacific Growth's Buy-and-hold return. Our buy-and-hold chart shows how Europacific Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Europacific Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Europacific Growth 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 Europacific Growth shares will generate the highest return on investment. By understating and applying Europacific Growth mutual fund market price indicators, traders can identify Europacific Growth position entry and exit signals to maximize returns.
Europacific Growth Return and Market Media
The median price of Europacific Growth for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 56.67 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 56.33, and mean deviation of 1.61. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Europacific Growth 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 Europacific or other funds. Alpha measures the amount that position in Europacific Growth 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 Europacific Growth 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, Europacific Growth's short interest history, or implied volatility extrapolated from Europacific Growth options trading.
Build Portfolio with Europacific Growth
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Align your risk with return expectations
Check out Europacific Growth Backtesting, Portfolio Optimization, Europacific Growth Correlation, Europacific Growth Hype Analysis, Europacific Growth Volatility, Europacific Growth History and analyze Europacific Growth Performance. Note that the Europacific Growth information on this page should be used as a complementary analysis to other Europacific Growth'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Europacific Growth 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.