Index Plus Largecap Fund Alpha and Beta Analysis
| VIPAX Fund | USD 26.76 0.35 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Index Plus Largecap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Index Plus over a specified time horizon. Remember, high Index Plus' 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 Index Plus' market risk premium analysis include:
Beta (0.04) | Alpha 0.12 | Risk 0.78 | Sharpe Ratio 0.15 | 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.
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Index Plus Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Index Plus market risk premium is the additional return an investor will receive from holding Index Plus 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 Index Plus. 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 Index Plus' performance over market.| α | 0.12 | β | -0.04 |
Index Plus 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 Index Plus' Buy-and-hold return. Our buy-and-hold chart shows how Index Plus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Index Plus Market Price Analysis
Market price analysis indicators help investors to evaluate how Index Plus 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 Index Plus shares will generate the highest return on investment. By understating and applying Index Plus mutual fund market price indicators, traders can identify Index Plus position entry and exit signals to maximize returns.
Index Plus Return and Market Media
The median price of Index Plus for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 26.78 with a coefficient of variation of 3.23. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 26.59, and mean deviation of 0.75. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Index Plus 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 Index or other funds. Alpha measures the amount that position in Index Plus Largecap 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 Index Plus 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, Index Plus' short interest history, or implied volatility extrapolated from Index Plus options trading.
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Check out Index Plus Backtesting, Portfolio Optimization, Index Plus Correlation, Index Plus Hype Analysis, Index Plus Volatility, Index Plus History and analyze Index Plus Performance. Note that the Index Plus Largecap information on this page should be used as a complementary analysis to other Index Plus' 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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Index Plus 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.