Holbrook Income Fund Alpha and Beta Analysis

HOBAX Fund  USD 9.58  0.01  0.10%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Holbrook Income. It also helps investors analyze the systematic and unsystematic risks associated with investing in Holbrook Income over a specified time horizon. Remember, high Holbrook Income'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 Holbrook Income's market risk premium analysis include:
Beta
(0.03)
Alpha
(0.02)
Risk
0.1
Sharpe Ratio
(0.20)
Expected Return
(0.02)
Please note that although Holbrook Income 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, Holbrook Income did 0.02  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 Holbrook Income fund's relative risk over its benchmark. Holbrook Income has a beta of 0.03  . As returns on the market increase, returns on owning Holbrook Income are expected to decrease at a much lower rate. During the bear market, Holbrook Income 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 Holbrook Income Backtesting, Portfolio Optimization, Holbrook Income Correlation, Holbrook Income Hype Analysis, Holbrook Income Volatility, Holbrook Income History and analyze Holbrook Income Performance.

Holbrook Income Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Holbrook Income market risk premium is the additional return an investor will receive from holding Holbrook Income 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 Holbrook Income. 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 Holbrook Income's performance over market.
α-0.02   β-0.03

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

Holbrook Income Market Price Analysis

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

Holbrook Income Return and Market Media

The median price of Holbrook Income for the period between Tue, Nov 28, 2023 and Mon, Feb 26, 2024 is 9.66 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 9.64, and mean deviation of 0.05. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Form N-CSRS Two Roads Shared Trust For Oct 31 - StreetInsider.com
01/09/2024

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

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Check out Holbrook Income Backtesting, Portfolio Optimization, Holbrook Income Correlation, Holbrook Income Hype Analysis, Holbrook Income Volatility, Holbrook Income History and analyze Holbrook Income Performance.
Note that the Holbrook Income information on this page should be used as a complementary analysis to other Holbrook Income'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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

Complementary Tools for Holbrook Mutual Fund analysis

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