Guggenheim Large Cap Fund Alpha and Beta Analysis
| GILCX Fund | USD 45.07 0.23 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Guggenheim Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Guggenheim Large over a specified time horizon. Remember, high Guggenheim Large'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 Guggenheim Large's market risk premium analysis include:
Beta 0.97 | Alpha 0.009701 | Risk 0.65 | Sharpe Ratio 0.17 | Expected Return 0.11 |
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.
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Guggenheim Large Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Guggenheim Large market risk premium is the additional return an investor will receive from holding Guggenheim Large 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 Guggenheim Large. 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 Guggenheim Large's performance over market.| α | 0.01 | β | 0.97 |
Guggenheim Large 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 Guggenheim Large's Buy-and-hold return. Our buy-and-hold chart shows how Guggenheim Large performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Guggenheim Large Market Price Analysis
Market price analysis indicators help investors to evaluate how Guggenheim Large 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 Guggenheim Large shares will generate the highest return on investment. By understating and applying Guggenheim Large mutual fund market price indicators, traders can identify Guggenheim Large position entry and exit signals to maximize returns.
Guggenheim Large Return and Market Media
The median price of Guggenheim Large for the period between Tue, Jan 16, 2024 and Mon, Apr 15, 2024 is 44.17 with a coefficient of variation of 3.33. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 44.26, and mean deviation of 1.28. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Guggenheim Large 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 Guggenheim or other funds. Alpha measures the amount that position in Guggenheim Large 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 Guggenheim Large 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, Guggenheim Large's short interest history, or implied volatility extrapolated from Guggenheim Large options trading.
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Check out Guggenheim Large Backtesting, Portfolio Optimization, Guggenheim Large Correlation, Guggenheim Large Hype Analysis, Guggenheim Large Volatility, Guggenheim Large History and analyze Guggenheim Large Performance. Note that the Guggenheim Large Cap information on this page should be used as a complementary analysis to other Guggenheim Large'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Guggenheim Large 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.