Doubleline Mutual Fund Alpha and Beta Analysis

DLLDX -  USA Fund  

USD 10.02  0.07  0.70%

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

Doubleline Beta 

Please note that although Doubleline Long 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, Doubleline Long did 0.007563  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 Doubleline Long Duration fund's relative risk over its benchmark. Doubleline Long Duration has a beta of 0.28  . Let's try to break down what Doubleline's beta means in this case. As returns on the market increase, returns on owning Doubleline Long are expected to decrease at a much lower rate. During the bear market, Doubleline Long is likely to outperform the market.
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.

Doubleline Long Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Doubleline Long market risk premium is the additional return an investor will receive from holding Doubleline Long 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 Doubleline Long. 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 Doubleline Long's performance over market.
α-0.0076   β-0.28
90 days against DJI

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

Doubleline Long Market Price Analysis

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

Doubleline Long Return and Market Media

The median price of Doubleline Long for the period between Wed, Sep 1, 2021 and Tue, Nov 30, 2021 is 9.85 with a coefficient of variation of 1.57. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 9.85, and mean deviation of 0.13. The Fund received some media coverage during the period.
 Price Growth (%)  
NASDAQDLLDX Long Duration Total Return Bd Fd Cl NDoubleline ...10/29/2021

About Doubleline Long 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 Doubleline Long Duration 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.

Doubleline Long Investors Sentiment

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

Current Sentiment - DLLDX

Doubleline Long Duration Investor Sentiment

Most of Macroaxis users are currently bullish on Doubleline Long Duration. What is your opinion about investing in Doubleline Long Duration? Are you bullish or bearish?
98% Bullish
2% Bearish

Build Portfolio with Doubleline Long

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Continue to Doubleline Long Backtesting, Portfolio Optimization, Doubleline Long Correlation, Doubleline Long Hype Analysis, Doubleline Long Volatility, Doubleline Long History and analyze Doubleline Long Performance. Note that the Doubleline Long Duration information on this page should be used as a complementary analysis to other Doubleline Long'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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Doubleline Mutual Fund analysis

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