Credit Mutual Fund 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 Credit Suisse High. It also helps investors analyze the systematic and unsystematic risks associated with investing in Credit Suisse over a specified time horizon. Remember, high Credit Suisse'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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Credit Beta 

 
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Please note that although Credit Suisse 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, Credit Suisse did 0.009012  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 Credit Suisse High fund's relative risk over its benchmark. Credit Suisse High has a beta of 0.0238  . Let's try to break down what Credit's beta means in this case. As returns on the market increase, Credit Suisse returns are expected to increase less than the market. However, during the bear market, the loss on holding Credit Suisse will be expected to be smaller as well.
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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.

Credit Suisse Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Credit Suisse market risk premium is the additional return an investor will receive from holding Credit Suisse 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 Credit Suisse. 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 Credit Suisse's performance over market.
α-0.009   β0.0238
90 days against DJI

Credit Suisse Investors Sentiment

The influence of Credit Suisse's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Credit. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Credit Suisse 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, Credit Suisse's short interest history, or implied volatility extrapolated from Credit Suisse options trading.

Current Sentiment - CHIAX

Credit Suisse High Investor Sentiment

Most of Macroaxis users are currently bullish on Credit Suisse High. What is your opinion about investing in Credit Suisse High? Are you bullish or bearish?
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50% Bearish
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Check out Trending Equities. Note that the Credit Suisse High information on this page should be used as a complementary analysis to other Credit Suisse'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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Tools for Credit Mutual Fund

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