EMERGING Mutual Fund Alpha and Beta Analysis

EMRYX Fund  USD 12.80  0.05  0.39%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EMERGING MARKETS FUND. It also helps investors analyze the systematic and unsystematic risks associated with investing in EMERGING MARKETS over a specified time horizon. Remember, high EMERGING MARKETS'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.
Sharpe Ratio
Expected Return
Please note that although EMERGING MARKETS 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., NYSE Composite index.) So in this particular case, EMERGING MARKETS did 0.008069  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 EMERGING MARKETS FUND fund's relative risk over its benchmark. EMERGING MARKETS FUND has a beta of 1.05  . EMERGING MARKETS returns are very sensitive to returns on the market. As the market goes up or down, EMERGING MARKETS is expected to follow. .
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.
Check out EMERGING MARKETS Backtesting, Portfolio Optimization, EMERGING MARKETS Correlation, EMERGING MARKETS Hype Analysis, EMERGING MARKETS Volatility, EMERGING MARKETS History and analyze EMERGING MARKETS Performance.


Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EMERGING MARKETS market risk premium is the additional return an investor will receive from holding EMERGING MARKETS 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 EMERGING MARKETS. 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 EMERGING MARKETS's performance over market.
α-0.0081   β1.05

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

EMERGING MARKETS Market Price Analysis

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

EMERGING MARKETS Return and Market Media

The median price of EMERGING MARKETS for the period between Sat, Jul 1, 2023 and Fri, Sep 29, 2023 is 13.43 with a coefficient of variation of 2.28. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 13.37, and mean deviation of 0.25. The Fund received some media coverage during the period.
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About EMERGING MARKETS 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 EMERGING or other funds. Alpha measures the amount that position in EMERGING MARKETS FUND 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 EMERGING MARKETS 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, EMERGING MARKETS's short interest history, or implied volatility extrapolated from EMERGING MARKETS options trading.

Build Portfolio with EMERGING MARKETS

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
Check out EMERGING MARKETS Backtesting, Portfolio Optimization, EMERGING MARKETS Correlation, EMERGING MARKETS Hype Analysis, EMERGING MARKETS Volatility, EMERGING MARKETS History and analyze EMERGING MARKETS Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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