Frost Kempner Multi Cap Fund Alpha and Beta Analysis

FAKDX Fund  USD 11.75  0.11  0.95%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Frost Kempner Multi Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Frost Kempner over a specified time horizon. Remember, high Frost Kempner'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 Frost Kempner's market risk premium analysis include:
Beta
(0.14)
Alpha
0.18
Risk
0.63
Sharpe Ratio
0.27
Expected Return
0.17
Please note that although Frost Kempner 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, Frost Kempner did 0.18  better 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 Frost Kempner Multi Cap fund's relative risk over its benchmark. Frost Kempner Multi-cap has a beta of 0.14  . As returns on the market increase, returns on owning Frost Kempner are expected to decrease at a much lower rate. During the bear market, Frost Kempner 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.
  
Check out Frost Kempner Backtesting, Portfolio Optimization, Frost Kempner Correlation, Frost Kempner Hype Analysis, Frost Kempner Volatility, Frost Kempner History and analyze Frost Kempner Performance.

Frost Kempner Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Frost Kempner market risk premium is the additional return an investor will receive from holding Frost Kempner 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 Frost Kempner. 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 Frost Kempner's performance over market.
α0.18   β-0.14

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

Frost Kempner Market Price Analysis

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

Frost Kempner Return and Market Media

The median price of Frost Kempner for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 10.73 with a coefficient of variation of 3.06. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 10.85, and mean deviation of 0.27. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Frost Kempner 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 Frost or other funds. Alpha measures the amount that position in Frost Kempner Multi-cap 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 Frost Kempner 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, Frost Kempner's short interest history, or implied volatility extrapolated from Frost Kempner options trading.

Build Portfolio with Frost Kempner

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 Frost Kempner Backtesting, Portfolio Optimization, Frost Kempner Correlation, Frost Kempner Hype Analysis, Frost Kempner Volatility, Frost Kempner History and analyze Frost Kempner Performance.
Note that the Frost Kempner Multi-cap information on this page should be used as a complementary analysis to other Frost Kempner'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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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