This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BrandywineGLOBAL Corporate. It also helps investors analyze the systematic and unsystematic risks associated with investing in BrandywineGLOBAL over a specified time horizon. Remember, high BrandywineGLOBAL'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 BrandywineGLOBAL 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, BrandywineGLOBAL did 0.014598 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 BrandywineGLOBAL Corporate fund's relative risk over its benchmark. BrandywineGLOBAL - has a beta of 0.21 . As returns on the market increase, BrandywineGLOBAL returns are expected to increase less than the market. However, during the bear market, the loss on holding BrandywineGLOBAL 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 BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History and analyze BrandywineGLOBAL Performance.
BrandywineGLOBAL Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BrandywineGLOBAL market risk premium is the additional return an investor will receive from holding BrandywineGLOBAL 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 BrandywineGLOBAL. 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 BrandywineGLOBAL's performance over market.
BrandywineGLOBAL 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 BrandywineGLOBAL's Buy-and-hold return. Our buy-and-hold chart shows how BrandywineGLOBAL performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
BrandywineGLOBAL Market Price Analysis
Market price analysis indicators help investors to evaluate how BrandywineGLOBAL 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 BrandywineGLOBAL shares will generate the highest return on investment. By understating and applying BrandywineGLOBAL mutual fund market price indicators, traders can identify BrandywineGLOBAL position entry and exit signals to maximize returns.
BrandywineGLOBAL Return and Market MediaThe median price of BrandywineGLOBAL for the period between Tue, Jul 4, 2023 and Mon, Oct 2, 2023 is 10.04 with a coefficient of variation of 0.64. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 10.04, and mean deviation of 0.05. The Fund did not receive any noticable media coverage during the period.
About BrandywineGLOBAL 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 BrandywineGLOBAL 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, BrandywineGLOBAL's short interest history, or implied volatility extrapolated from BrandywineGLOBAL options trading.
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Check out BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History and analyze BrandywineGLOBAL Performance. Note that the BrandywineGLOBAL - information on this page should be used as a complementary analysis to other BrandywineGLOBAL'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 Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for BrandywineGLOBAL Mutual Fund analysis
When running BrandywineGLOBAL's price analysis, check to measure BrandywineGLOBAL'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 BrandywineGLOBAL is operating at the current time. Most of BrandywineGLOBAL's value examination focuses on studying past and present price action to predict the probability of BrandywineGLOBAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BrandywineGLOBAL's price. Additionally, you may evaluate how the addition of BrandywineGLOBAL to your portfolios can decrease your overall portfolio volatility.
BrandywineGLOBAL 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.