LGLIX Mutual Fund Alpha and Beta Analysis

LGLIX -  USA Fund  

USD 34.65  0.83  2.34%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lord Abbett Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lord Abbett over a specified time horizon. Remember, high Lord Abbett'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.
Additionally, see Lord Abbett Backtesting, Portfolio Optimization, Lord Abbett Correlation, Lord Abbett Hype Analysis, Lord Abbett Volatility, Lord Abbett History and analyze Lord Abbett Performance.

LGLIX Beta 

 
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Please note that although Lord Abbett 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, Lord Abbett did 0.61  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 Lord Abbett Growth fund's relative risk over its benchmark. Lord Abbett Growth has a beta of 0.11  . Let's try to break down what LGLIX's beta means in this case. As returns on the market increase, returns on owning Lord Abbett are expected to decrease at a much lower rate. During the bear market, Lord Abbett is likely to outperform the market.
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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.

Lord Abbett Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lord Abbett market risk premium is the additional return an investor will receive from holding Lord Abbett 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 Lord Abbett. 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 Lord Abbett's performance over market.
α-0.61   β-0.11
90 days against DJI

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

Lord Abbett Market Price Analysis

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

Lord Abbett Return and Market Media

The median price of Lord Abbett for the period between Fri, Oct 29, 2021 and Thu, Jan 27, 2022 is 42.84 with a coefficient of variation of 15.64. The daily time series for the period is distributed with a sample standard deviation of 7.18, arithmetic mean of 45.87, and mean deviation of 6.43. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
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AAPL Dividend Announcement 10.0000Share 11232021 - Dividend ...11/23/2021

About Lord Abbett 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 Lord Abbett Growth 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.

Lord Abbett Investors Sentiment

The influence of Lord Abbett'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 LGLIX. 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 Lord Abbett 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, Lord Abbett's short interest history, or implied volatility extrapolated from Lord Abbett options trading.

Current Sentiment - LGLIX

Lord Abbett Growth Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Lord Abbett Growth. What is your trading attitude regarding investing in Lord Abbett Growth? Are you bullish or bearish?
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50% Bearish
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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
Additionally, see Lord Abbett Backtesting, Portfolio Optimization, Lord Abbett Correlation, Lord Abbett Hype Analysis, Lord Abbett Volatility, Lord Abbett History and analyze Lord Abbett Performance. Note that the Lord Abbett Growth information on this page should be used as a complementary analysis to other Lord Abbett'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for LGLIX Mutual Fund analysis

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