Active Portfolios Multi Manager Fund Alpha and Beta Analysis
| CTRZX Fund | USD 8.38 0.02 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Active Portfolios Multi Manager. It also helps investors analyze the systematic and unsystematic risks associated with investing in Active Portfolios over a specified time horizon. Remember, high Active Portfolios' 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 Active Portfolios' market risk premium analysis include:
Beta (0.03) | Alpha (0.04) | Risk 0.41 | Sharpe Ratio (0.07) | Expected Return (0.03) |
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.
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Active Portfolios Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Active Portfolios market risk premium is the additional return an investor will receive from holding Active Portfolios 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 Active Portfolios. 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 Active Portfolios' performance over market.| α | -0.04 | β | -0.03 |
Active Portfolios 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 Active Portfolios' Buy-and-hold return. Our buy-and-hold chart shows how Active Portfolios performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Active Portfolios Market Price Analysis
Market price analysis indicators help investors to evaluate how Active Portfolios 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 Active Portfolios shares will generate the highest return on investment. By understating and applying Active Portfolios mutual fund market price indicators, traders can identify Active Portfolios position entry and exit signals to maximize returns.
Active Portfolios Return and Market Media
The median price of Active Portfolios for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 8.53 with a coefficient of variation of 0.89. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 8.51, and mean deviation of 0.06. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Active Portfolios 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 Active or other funds. Alpha measures the amount that position in Active Portfolios Multi 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 Active Portfolios 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, Active Portfolios' short interest history, or implied volatility extrapolated from Active Portfolios options trading.
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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.Build Diversified Portfolios
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Check out Active Portfolios Backtesting, Portfolio Optimization, Active Portfolios Correlation, Active Portfolios Hype Analysis, Active Portfolios Volatility, Active Portfolios History and analyze Active Portfolios Performance. Note that the Active Portfolios Multi information on this page should be used as a complementary analysis to other Active Portfolios' 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 Global Correlations module to find global opportunities by holding instruments from different markets.
Active Portfolios 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.