This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Franklin US Government. It also helps investors analyze the systematic and unsystematic risks associated with investing in Franklin over a specified time horizon. Remember, high Franklin'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 note that although Franklin 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, Franklin did 0.06 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 Franklin US Government fund's relative risk over its benchmark. Franklin US Government has a beta of 0.17 . As returns on the market increase, Franklin returns are expected to increase less than the market. However, during the bear market, the loss on holding Franklin will be 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 Franklin Backtesting, Portfolio Optimization, Franklin Correlation, Franklin Hype Analysis, Franklin Volatility, Franklin History and analyze Franklin Performance.
Franklin Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Franklin market risk premium is the additional return an investor will receive from holding Franklin 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 Franklin. 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 Franklin's performance over market.
Franklin expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Franklin's Buy-and-hold return. Our buy-and-hold chart shows how Franklin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
Franklin Market Price Analysis
Market price analysis indicators help investors to evaluate how Franklin 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 Franklin shares will generate the highest return on investment. By understating and applying Franklin mutual fund market price indicators, traders can identify Franklin position entry and exit signals to maximize returns.
Franklin Return and Market MediaThe median price of Franklin for the period between Wed, Jul 5, 2023 and Tue, Oct 3, 2023 is 4.97 with a coefficient of variation of 1.11. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 4.98, and mean deviation of 0.04. The Fund received some media coverage during the period.
About Franklin Beta and Alpha
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 Franklin 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, Franklin's short interest history, or implied volatility extrapolated from Franklin options trading.
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Check out Franklin Backtesting, Portfolio Optimization, Franklin Correlation, Franklin Hype Analysis, Franklin Volatility, Franklin History and analyze Franklin 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.
Complementary Tools for Franklin Mutual Fund analysis
When running Franklin's price analysis, check to measure Franklin'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 Franklin is operating at the current time. Most of Franklin's value examination focuses on studying past and present price action to predict the probability of Franklin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Franklin's price. Additionally, you may evaluate how the addition of Franklin to your portfolios can decrease your overall portfolio volatility.
Franklin 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.