Eubel Brady Suttman Fund Alpha and Beta Analysis
| EBSFX Fund | USD 9.36 0.02 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Eubel Brady Suttman. It also helps investors analyze the systematic and unsystematic risks associated with investing in Eubel Brady over a specified time horizon. Remember, high Eubel Brady'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. Key technical indicators related to Eubel Brady's market risk premium analysis include:
Beta 0.0246 | Alpha 0.011 | Risk 0.18 | Sharpe Ratio 0.11 | Expected Return 0.021 |
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.
Eubel |
Eubel Brady Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Eubel Brady market risk premium is the additional return an investor will receive from holding Eubel Brady 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 Eubel Brady. 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 Eubel Brady's performance over market.| α | 0.010984 | β | 0.0246 |
Eubel Brady 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 Eubel Brady's Buy-and-hold return. Our buy-and-hold chart shows how Eubel Brady performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Eubel Brady Market Price Analysis
Market price analysis indicators help investors to evaluate how Eubel Brady 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 Eubel Brady shares will generate the highest return on investment. By understating and applying Eubel Brady mutual fund market price indicators, traders can identify Eubel Brady position entry and exit signals to maximize returns.
Eubel Brady Return and Market Media
The median price of Eubel Brady for the period between Wed, Aug 30, 2023 and Tue, Nov 28, 2023 is 9.23 with a coefficient of variation of 0.47. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 9.24, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Eubel Brady 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 Eubel or other funds. Alpha measures the amount that position in Eubel Brady Suttman 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 Eubel Brady 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, Eubel Brady's short interest history, or implied volatility extrapolated from Eubel Brady options trading.
Build Portfolio with Eubel Brady
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Align your risk with return expectations
Check out Eubel Brady Backtesting, Portfolio Optimization, Eubel Brady Correlation, Eubel Brady Hype Analysis, Eubel Brady Volatility, Eubel Brady History and analyze Eubel Brady Performance. Note that the Eubel Brady Suttman information on this page should be used as a complementary analysis to other Eubel Brady'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Eubel Mutual Fund analysis
When running Eubel Brady's price analysis, check to measure Eubel Brady'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 Eubel Brady is operating at the current time. Most of Eubel Brady's value examination focuses on studying past and present price action to predict the probability of Eubel Brady's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eubel Brady's price. Additionally, you may evaluate how the addition of Eubel Brady to your portfolios can decrease your overall portfolio volatility.
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Eubel Brady 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.