FGDPX Mutual Fund Alpha and Beta Analysis

FGDPX
 Fund
  

USD 38.70  0.53  1.39%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fa 529 Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fa 529 over a specified time horizon. Remember, high Fa 529'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.
Please check Fa 529 Backtesting, Portfolio Optimization, Fa 529 Correlation, Fa 529 Hype Analysis, Fa 529 Volatility, Fa 529 History and analyze Fa 529 Performance.
  
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Please note that although Fa 529 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, Fa 529 did 0.21  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 Fa 529 Growth fund's relative risk over its benchmark. Fa 529 Growth has a beta of 1.29  . Let's try to break down what FGDPX's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fa 529 will likely underperform.
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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.

Fa 529 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fa 529 market risk premium is the additional return an investor will receive from holding Fa 529 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 Fa 529. 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 Fa 529's performance over market.
α-0.21   β1.29
90 days against DJI

Fa 529 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 Fa 529's Buy-and-hold return. Our buy-and-hold chart shows how Fa 529 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fa 529 Market Price Analysis

Market price analysis indicators help investors to evaluate how Fa 529 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 Fa 529 shares will generate the highest return on investment. By understating and applying Fa 529 mutual fund market price indicators, traders can identify Fa 529 position entry and exit signals to maximize returns.

Fa 529 Return and Market Media

The median price of Fa 529 for the period between Mon, Mar 28, 2022 and Sun, Jun 26, 2022 is 43.22 with a coefficient of variation of 10.86. The daily time series for the period is distributed with a sample standard deviation of 4.8, arithmetic mean of 44.19, and mean deviation of 4.14. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Fa 529 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 Fa 529 Growth 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.

Fa 529 Investors Sentiment

The influence of Fa 529'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 FGDPX. 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 Fa 529 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, Fa 529's short interest history, or implied volatility extrapolated from Fa 529 options trading.

Current Sentiment - FGDPX

Fa 529 Growth Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Fa 529 Growth. What is your opinion about investing in Fa 529 Growth? Are you bullish or bearish?
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Bearish
50% Bullish
50% Bearish

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Please check Fa 529 Backtesting, Portfolio Optimization, Fa 529 Correlation, Fa 529 Hype Analysis, Fa 529 Volatility, Fa 529 History and analyze Fa 529 Performance. Note that the Fa 529 Growth information on this page should be used as a complementary analysis to other Fa 529'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 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 FGDPX Mutual Fund analysis

When running Fa 529 Growth price analysis, check to measure Fa 529'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 Fa 529 is operating at the current time. Most of Fa 529's value examination focuses on studying past and present price action to predict the probability of Fa 529's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fa 529's price. Additionally, you may evaluate how the addition of Fa 529 to your portfolios can decrease your overall portfolio volatility.
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Fa 529 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 Fa 529 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fa 529 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...