Holbrook Mutual Fund Alpha and Beta Analysis

HOBAX
 Fund
  

USD 10.07  0.01  0.1%   

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.
Please check Holbrook Income Backtesting, Portfolio Optimization, Holbrook Income Correlation, Holbrook Income Hype Analysis, Holbrook Income Volatility, Holbrook Income History and analyze Holbrook Income Performance.
  
Refresh
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., DOW index.) So in this particular case, Holbrook Income did 0.024264  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 0.0051  . Let's try to break down what Holbrook's beta means in this case. As returns on the market increase, Holbrook Income returns are expected to increase less than the market. However, during the bear market, the loss on holding Holbrook Income 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.

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   β0.0051
90 days against DJI

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 Sat, Sep 4, 2021 and Fri, Jul 1, 2022 is 10.38 with a coefficient of variation of 1.1. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 10.33, and mean deviation of 0.09. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Margaritaville St. Somewhere Punta Coco, Holbox Island Now A...09/10/2021
2
The Top Islands to Visit in the Mexican Caribbean - Travel A...10/05/2021
3
Mexicos beaches are more popular than ever What you must kno...11/17/2021
4
Hypocrisy rules - Buenos Aires Times01/14/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.

Holbrook Income Investors Sentiment

The influence of Holbrook Income'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 Holbrook. 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 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.

Current Sentiment - HOBAX

Holbrook Income Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Holbrook Income. What is your judgment towards investing in Holbrook Income? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Build Portfolio with Holbrook Income

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
Please check 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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

Complementary Tools for Holbrook Mutual Fund analysis

When running Holbrook Income 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 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.
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
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, stock 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...