APEXCM Mutual Fund Alpha and Beta Analysis

APSGX Fund  USD 15.09  0.16  1.05%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as APEXCM SMALLMID CAP. It also helps investors analyze the systematic and unsystematic risks associated with investing in APEXCM SMALLMID over a specified time horizon. Remember, high APEXCM SMALLMID'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.
Sharpe Ratio
Expected Return
Please note that although APEXCM SMALLMID 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, APEXCM SMALLMID did 0.05  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 APEXCM SMALLMID CAP fund's relative risk over its benchmark. APEXCM SMALLMID CAP has a beta of 1.13  . APEXCM SMALLMID returns are very sensitive to returns on the market. As the market goes up or down, APEXCM SMALLMID is expected to follow. .
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 APEXCM SMALLMID Backtesting, Portfolio Optimization, APEXCM SMALLMID Correlation, APEXCM SMALLMID Hype Analysis, APEXCM SMALLMID Volatility, APEXCM SMALLMID History and analyze APEXCM SMALLMID Performance.


Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. APEXCM SMALLMID market risk premium is the additional return an investor will receive from holding APEXCM SMALLMID 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 APEXCM SMALLMID. 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 APEXCM SMALLMID's performance over market.
α-0.05   β1.13

APEXCM SMALLMID 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 APEXCM SMALLMID's Buy-and-hold return. Our buy-and-hold chart shows how APEXCM SMALLMID performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

APEXCM SMALLMID Market Price Analysis

Market price analysis indicators help investors to evaluate how APEXCM SMALLMID 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 APEXCM SMALLMID shares will generate the highest return on investment. By understating and applying APEXCM SMALLMID mutual fund market price indicators, traders can identify APEXCM SMALLMID position entry and exit signals to maximize returns.

APEXCM SMALLMID Return and Market Media

The median price of APEXCM SMALLMID for the period between Fri, Jun 23, 2023 and Thu, Sep 21, 2023 is 15.61 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 15.66, and mean deviation of 0.25. The Fund received some media coverage during the period.
 Price Growth (%)  
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About APEXCM SMALLMID 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 APEXCM or other funds. Alpha measures the amount that position in APEXCM SMALLMID CAP 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 APEXCM SMALLMID 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, APEXCM SMALLMID's short interest history, or implied volatility extrapolated from APEXCM SMALLMID options trading.

Build Portfolio with APEXCM SMALLMID

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out APEXCM SMALLMID Backtesting, Portfolio Optimization, APEXCM SMALLMID Correlation, APEXCM SMALLMID Hype Analysis, APEXCM SMALLMID Volatility, APEXCM SMALLMID History and analyze APEXCM SMALLMID Performance. Note that the APEXCM SMALLMID CAP information on this page should be used as a complementary analysis to other APEXCM SMALLMID'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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Complementary Tools for APEXCM Mutual Fund analysis

When running APEXCM SMALLMID's price analysis, check to measure APEXCM SMALLMID'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 APEXCM SMALLMID is operating at the current time. Most of APEXCM SMALLMID's value examination focuses on studying past and present price action to predict the probability of APEXCM SMALLMID's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move APEXCM SMALLMID's price. Additionally, you may evaluate how the addition of APEXCM SMALLMID to your portfolios can decrease your overall portfolio volatility.
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APEXCM SMALLMID 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.
A focus of APEXCM SMALLMID technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of APEXCM SMALLMID trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...