Dreyfus Alcentra Global Fund Price on September 10, 2019
If you're considering investing in Dreyfus Mutual Fund, it is important to understand the factors that can impact its price. We consider Dreyfus Alcentra very steady. Dreyfus Alcentra Global secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the fund had a 0.35% return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Dreyfus Alcentra Global, which you can use to evaluate the volatility of the entity. Please confirm Dreyfus Alcentra's Coefficient Of Variation of 285.45, mean deviation of 0.1186, and Downside Deviation of 0.2005 to check if the risk estimate we provide is consistent with the expected return of 0.0525%.
Dreyfus Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Dreyfus |
Sharpe Ratio = 0.3503
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Estimated Market Risk
0.15 actual daily | 1 99% of assets are more volatile |
Expected Return
0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.35 actual daily | 27 73% of assets perform better |
Based on monthly moving average Dreyfus Alcentra is performing at about 27% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Dreyfus Alcentra by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
MSFT | Microsoft | |
GOOG | Alphabet Class C | |
S | SentinelOne |
Price Boundaries
Dreyfus Alcentra Period Price Range
Dreyfus Alcentra March 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Dreyfus Alcentra 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 Dreyfus Alcentra shares will generate the highest return on investment. By undertsting and applying Dreyfus Alcentra mutual fund market strength indicators, traders can identify Dreyfus Alcentra Global entry and exit signals to maximize returns
Dreyfus Alcentra Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Dreyfus Alcentra's price direction in advance. Along with the technical and fundamental analysis of Dreyfus Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Dreyfus to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1675 | |||
Jensen Alpha | 0.0356 | |||
Total Risk Alpha | 0.009 | |||
Sortino Ratio | (0.41) | |||
Treynor Ratio | 0.7649 |
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Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Dreyfus Alcentra Global. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Dreyfus Alcentra Global information on this page should be used as a complementary analysis to other Dreyfus Alcentra'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Dreyfus Mutual Fund analysis
When running Dreyfus Alcentra's price analysis, check to measure Dreyfus Alcentra's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dreyfus Alcentra is operating at the current time. Most of Dreyfus Alcentra's value examination focuses on studying past and present price action to predict the probability of Dreyfus Alcentra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dreyfus Alcentra's price. Additionally, you may evaluate how the addition of Dreyfus Alcentra to your portfolios can decrease your overall portfolio volatility.
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