Cullen Mutual Fund Alpha and Beta Analysis

CVLVX -  USA Fund  

USD 15.84  0.33  2.04%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cullen Value Fd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cullen Value over a specified time horizon. Remember, high Cullen Value'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.
Continue to Cullen Value Backtesting, Portfolio Optimization, Cullen Value Correlation, Cullen Value Hype Analysis, Cullen Value Volatility, Cullen Value History and analyze Cullen Value Performance.

Cullen Beta 

 
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Please note that although Cullen Value 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, Cullen Value did 0.025061  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 Cullen Value Fd fund's relative risk over its benchmark. Cullen Value Fd has a beta of 0.11  . Let's try to break down what Cullen's beta means in this case. As returns on the market increase, Cullen Value returns are expected to increase less than the market. However, during the bear market, the loss on holding Cullen Value 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.

Cullen Value Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cullen Value market risk premium is the additional return an investor will receive from holding Cullen Value 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 Cullen Value. 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 Cullen Value's performance over market.
α-0.03   β0.11
90 days against DJI

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

Cullen Value Market Price Analysis

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

Cullen Value Return and Market Media

The median price of Cullen Value for the period between Thu, Sep 2, 2021 and Wed, Dec 1, 2021 is 16.4 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 16.36, and mean deviation of 0.2. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Cullen Value 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Cullen Value Fd 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.

Cullen Value Investors Sentiment

The influence of Cullen Value'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 Cullen. 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 Cullen Value 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, Cullen Value's short interest history, or implied volatility extrapolated from Cullen Value options trading.

Current Sentiment - CVLVX

Cullen Value Fd Investor Sentiment

Macroaxis portfolio users are unresponsive in their opinion about investing in Cullen Value Fd. What is your opinion about investing in Cullen Value Fd? Are you bullish or bearish?
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Continue to Cullen Value Backtesting, Portfolio Optimization, Cullen Value Correlation, Cullen Value Hype Analysis, Cullen Value Volatility, Cullen Value History and analyze Cullen Value Performance. Note that the Cullen Value Fd information on this page should be used as a complementary analysis to other Cullen Value'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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

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When running Cullen Value Fd price analysis, check to measure Cullen Value'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 Cullen Value is operating at the current time. Most of Cullen Value's value examination focuses on studying past and present price action to predict the probability of Cullen Value's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cullen Value's price. Additionally, you may evaluate how the addition of Cullen Value to your portfolios can decrease your overall portfolio volatility.
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Cullen Value 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, stock market cycles, or different charting patterns.
A focus of Cullen Value technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Cullen Value 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...