Fa529 Eq Gr Fund Alpha and Beta Analysis

FEGPX Fund  USD 78.19  0.27  0.34%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fa529 Eq Gr. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fa529 Eq over a specified time horizon. Remember, high Fa529 Eq'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 Fa529 Eq's market risk premium analysis include:
Beta
0.0271
Alpha
0.24
Risk
0.99
Sharpe Ratio
0.24
Expected Return
0.24
Please note that although Fa529 Eq 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, Fa529 Eq did 0.24  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 Fa529 Eq Gr fund's relative risk over its benchmark. Fa529 Eq Gr has a beta of 0.03  . As returns on the market increase, Fa529 Eq's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fa529 Eq is expected to be smaller as well. .
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 Fa529 Eq Backtesting, Portfolio Optimization, Fa529 Eq Correlation, Fa529 Eq Hype Analysis, Fa529 Eq Volatility, Fa529 Eq History and analyze Fa529 Eq Performance.

Fa529 Eq Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fa529 Eq market risk premium is the additional return an investor will receive from holding Fa529 Eq 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 Fa529 Eq. 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 Fa529 Eq's performance over market.
α0.24   β0.03

Fa529 Eq 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 Fa529 Eq's Buy-and-hold return. Our buy-and-hold chart shows how Fa529 Eq performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fa529 Eq Market Price Analysis

Market price analysis indicators help investors to evaluate how Fa529 Eq 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 Fa529 Eq shares will generate the highest return on investment. By understating and applying Fa529 Eq mutual fund market price indicators, traders can identify Fa529 Eq position entry and exit signals to maximize returns.

Fa529 Eq Return and Market Media

The median price of Fa529 Eq for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 73.86 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 4.1, arithmetic mean of 72.89, and mean deviation of 3.64. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Fa529 Eq 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 Fa529 or other funds. Alpha measures the amount that position in Fa529 Eq Gr 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 Fa529 Eq 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, Fa529 Eq's short interest history, or implied volatility extrapolated from Fa529 Eq options trading.

Build Portfolio with Fa529 Eq

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Fa529 Eq Backtesting, Portfolio Optimization, Fa529 Eq Correlation, Fa529 Eq Hype Analysis, Fa529 Eq Volatility, Fa529 Eq History and analyze Fa529 Eq Performance.
You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Fa529 Mutual Fund analysis

When running Fa529 Eq's price analysis, check to measure Fa529 Eq'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 Fa529 Eq is operating at the current time. Most of Fa529 Eq's value examination focuses on studying past and present price action to predict the probability of Fa529 Eq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fa529 Eq's price. Additionally, you may evaluate how the addition of Fa529 Eq to your portfolios can decrease your overall portfolio volatility.
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Fa529 Eq 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 Fa529 Eq technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fa529 Eq 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...