Quant Mid (India) Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quant Mid Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quant Mid over a specified time horizon. Remember, high Quant Mid'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.
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Please note that although Quant Mid alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Quant Mid did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Quant Mid Cap fund's relative risk over its benchmark. Quant Mid Cap has a beta of 0.00  . Let's try to break down what Quant's beta means in this case. The returns on DOW and Quant Mid are completely uncorrelated.
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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.

Quant Mid Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quant Mid market risk premium is the additional return an investor will receive from holding Quant Mid 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 Quant Mid. 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 Quant Mid's performance over market.
α0.00   β0.00
90 days against DJI
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 Quant Mid 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, Quant Mid's short interest history, or implied volatility extrapolated from Quant Mid options trading.

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Check out Trending Equities. You can also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Other Tools for Quant Fund

When running Quant Mid Cap price analysis, check to measure Quant Mid'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 Quant Mid is operating at the current time. Most of Quant Mid's value examination focuses on studying past and present price action to predict the probability of Quant Mid's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Quant Mid's price. Additionally, you may evaluate how the addition of Quant Mid to your portfolios can decrease your overall portfolio volatility.
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