This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Real Estate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Real over a specified time horizon. Remember, high Global Real'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. Key technical indicators related to Global Real's market risk premium analysis include:
Please note that although Global Real 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, Global Real did 0.003981 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 Global Real Estate fund's relative risk over its benchmark. Global Real Estate has a beta of 1.38 . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Global Real will likely underperform. .
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 Global Real Backtesting, Portfolio Optimization, Global Real Correlation, Global Real Hype Analysis, Global Real Volatility, Global Real History and analyze Global Real Performance.
Global Real Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Real market risk premium is the additional return an investor will receive from holding Global Real 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 Global Real. 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 Global Real's performance over market.
Global Real 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 Global Real's Buy-and-hold return. Our buy-and-hold chart shows how Global Real performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
Global Real Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Real 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 Global Real shares will generate the highest return on investment. By understating and applying Global Real mutual fund market price indicators, traders can identify Global Real position entry and exit signals to maximize returns.
Global Real Return and Market MediaThe median price of Global Real for the period between Sat, Sep 2, 2023 and Fri, Dec 1, 2023 is 11.23 with a coefficient of variation of 3.52. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 11.19, and mean deviation of 0.34. The Fund did not receive any noticable media coverage during the period.
About Global Real 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 Global Real 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, Global Real's short interest history, or implied volatility extrapolated from Global Real options trading.
Build Portfolio with Global RealYour 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.
Build Diversified Portfolios
Align your risk with return expectations
Check out Global Real Backtesting, Portfolio Optimization, Global Real Correlation, Global Real Hype Analysis, Global Real Volatility, Global Real History and analyze Global Real Performance. Note that the Global Real Estate information on this page should be used as a complementary analysis to other Global Real'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 Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Global Mutual Fund analysis
When running Global Real's price analysis, check to measure Global Real'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 Global Real is operating at the current time. Most of Global Real's value examination focuses on studying past and present price action to predict the probability of Global Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Real's price. Additionally, you may evaluate how the addition of Global Real to your portfolios can decrease your overall portfolio volatility.
Global Real 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.