This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LORD ABBETT ALPHA. It also helps investors analyze the systematic and unsystematic risks associated with investing in LORD ABBETT over a specified time horizon. Remember, high LORD ABBETT'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.
Please note that although LORD ABBETT 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., NYSE Composite index.) So in this particular case, LORD ABBETT did 0.08 worse 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 LORD ABBETT ALPHA fund's relative risk over its benchmark. LORD ABBETT ALPHA has a beta of 0.21 . As returns on the market increase, LORD ABBETT returns are expected to increase less than the market. However, during the bear market, the loss on holding LORD ABBETT will be expected to be smaller as well. .
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.
Check out LORD ABBETT Backtesting, Portfolio Optimization, LORD ABBETT Correlation, LORD ABBETT Hype Analysis, LORD ABBETT Volatility, LORD ABBETT History and analyze LORD ABBETT Performance.
LORD ABBETT Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LORD ABBETT market risk premium is the additional return an investor will receive from holding LORD ABBETT 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 LORD ABBETT. 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 LORD ABBETT's performance over market.
LORD ABBETT expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of LORD ABBETT's Buy-and-hold return. Our buy-and-hold chart shows how LORD ABBETT performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
LORD ABBETT Market Price Analysis
Market price analysis indicators help investors to evaluate how LORD ABBETT 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 LORD ABBETT shares will generate the highest return on investment. By understating and applying LORD ABBETT mutual fund market price indicators, traders can identify LORD ABBETT position entry and exit signals to maximize returns.
LORD ABBETT Return and Market MediaThe median price of LORD ABBETT for the period between Thu, Jun 29, 2023 and Wed, Sep 27, 2023 is 21.14 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 21.15, and mean deviation of 0.48. The Fund did not receive any noticable media coverage during the period.
About LORD ABBETT Beta and Alpha
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 LORD ABBETT 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, LORD ABBETT's short interest history, or implied volatility extrapolated from LORD ABBETT options trading.
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Check out LORD ABBETT Backtesting, Portfolio Optimization, LORD ABBETT Correlation, LORD ABBETT Hype Analysis, LORD ABBETT Volatility, LORD ABBETT History and analyze LORD ABBETT Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for LORD Mutual Fund analysis
When running LORD ABBETT's price analysis, check to measure LORD ABBETT'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 LORD ABBETT is operating at the current time. Most of LORD ABBETT's value examination focuses on studying past and present price action to predict the probability of LORD ABBETT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LORD ABBETT's price. Additionally, you may evaluate how the addition of LORD ABBETT to your portfolios can decrease your overall portfolio volatility.
LORD ABBETT 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.