This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LOCORR DYNAMIC EQUITY. It also helps investors analyze the systematic and unsystematic risks associated with investing in LOCORR DYNAMIC over a specified time horizon. Remember, high LOCORR DYNAMIC'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 LOCORR DYNAMIC 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, LOCORR DYNAMIC 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 LOCORR DYNAMIC EQUITY fund's relative risk over its benchmark. LOCORR DYNAMIC EQUITY has a beta of 0.0078 . As returns on the market increase, LOCORR DYNAMIC returns are expected to increase less than the market. However, during the bear market, the loss on holding LOCORR DYNAMIC 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 LOCORR DYNAMIC Backtesting, Portfolio Optimization, LOCORR DYNAMIC Correlation, LOCORR DYNAMIC Hype Analysis, LOCORR DYNAMIC Volatility, LOCORR DYNAMIC History and analyze LOCORR DYNAMIC Performance.
LOCORR DYNAMIC Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LOCORR DYNAMIC market risk premium is the additional return an investor will receive from holding LOCORR DYNAMIC 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 LOCORR DYNAMIC. 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 LOCORR DYNAMIC's performance over market.
LOCORR DYNAMIC 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 LOCORR DYNAMIC's Buy-and-hold return. Our buy-and-hold chart shows how LOCORR DYNAMIC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
LOCORR DYNAMIC Market Price Analysis
Market price analysis indicators help investors to evaluate how LOCORR DYNAMIC 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 LOCORR DYNAMIC shares will generate the highest return on investment. By understating and applying LOCORR DYNAMIC mutual fund market price indicators, traders can identify LOCORR DYNAMIC position entry and exit signals to maximize returns.
LOCORR DYNAMIC Return and Market MediaThe median price of LOCORR DYNAMIC for the period between Fri, Jun 23, 2023 and Thu, Sep 21, 2023 is 11.57 with a coefficient of variation of 2.04. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 11.47, and mean deviation of 0.22. The Fund did not receive any noticable media coverage during the period.
About LOCORR DYNAMIC 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 LOCORR DYNAMIC 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, LOCORR DYNAMIC's short interest history, or implied volatility extrapolated from LOCORR DYNAMIC options trading.
Build Portfolio with LOCORR DYNAMICYour 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.
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Check out LOCORR DYNAMIC Backtesting, Portfolio Optimization, LOCORR DYNAMIC Correlation, LOCORR DYNAMIC Hype Analysis, LOCORR DYNAMIC Volatility, LOCORR DYNAMIC History and analyze LOCORR DYNAMIC Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Complementary Tools for LOCORR Mutual Fund analysis
When running LOCORR DYNAMIC's price analysis, check to measure LOCORR DYNAMIC'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 LOCORR DYNAMIC is operating at the current time. Most of LOCORR DYNAMIC's value examination focuses on studying past and present price action to predict the probability of LOCORR DYNAMIC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LOCORR DYNAMIC's price. Additionally, you may evaluate how the addition of LOCORR DYNAMIC to your portfolios can decrease your overall portfolio volatility.
LOCORR DYNAMIC 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.