Pinnacle Sherman Multi Strategy Fund Alpha and Beta Analysis
| APSHX Fund | USD 12.19 0.12 0.97% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pinnacle Sherman Multi Strategy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pinnacle Sherman over a specified time horizon. Remember, high Pinnacle Sherman'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 Pinnacle Sherman's market risk premium analysis include:
Beta 1.13 | Alpha (0.03) | Risk 0.85 | Sharpe Ratio 0.0149 | Expected Return 0.0127 |
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.
Pinnacle |
Pinnacle Sherman Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pinnacle Sherman market risk premium is the additional return an investor will receive from holding Pinnacle Sherman 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 Pinnacle Sherman. 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 Pinnacle Sherman's performance over market.| α | -0.03 | β | 1.13 |
Pinnacle Sherman 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 Pinnacle Sherman's Buy-and-hold return. Our buy-and-hold chart shows how Pinnacle Sherman performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Pinnacle Sherman Market Price Analysis
Market price analysis indicators help investors to evaluate how Pinnacle Sherman 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 Pinnacle Sherman shares will generate the highest return on investment. By understating and applying Pinnacle Sherman mutual fund market price indicators, traders can identify Pinnacle Sherman position entry and exit signals to maximize returns.
Pinnacle Sherman Return and Market Media
The median price of Pinnacle Sherman for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 12.55 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 12.52, and mean deviation of 0.25. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Pinnacle Sherman 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 Pinnacle or other funds. Alpha measures the amount that position in Pinnacle Sherman Multi 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 Pinnacle Sherman 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, Pinnacle Sherman's short interest history, or implied volatility extrapolated from Pinnacle Sherman options trading.
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Align your risk with return expectations
Check out Pinnacle Sherman Backtesting, Portfolio Optimization, Pinnacle Sherman Correlation, Pinnacle Sherman Hype Analysis, Pinnacle Sherman Volatility, Pinnacle Sherman History and analyze Pinnacle Sherman Performance. Note that the Pinnacle Sherman Multi information on this page should be used as a complementary analysis to other Pinnacle Sherman'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Pinnacle Sherman 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.