Thornburg Limited Term Fund Alpha and Beta Analysis
| LTUGX Fund | USD 11.57 0.04 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Thornburg Limited Term. It also helps investors analyze the systematic and unsystematic risks associated with investing in Thornburg Limited over a specified time horizon. Remember, high Thornburg Limited'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 Thornburg Limited's market risk premium analysis include:
Beta (0.03) | Alpha (0.05) | Risk 0.26 | Sharpe Ratio (0.16) | Expected Return (0.04) |
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.
Thornburg |
Thornburg Limited Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Thornburg Limited market risk premium is the additional return an investor will receive from holding Thornburg Limited 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 Thornburg Limited. 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 Thornburg Limited's performance over market.| α | -0.05 | β | -0.03 |
Thornburg Limited 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 Thornburg Limited's Buy-and-hold return. Our buy-and-hold chart shows how Thornburg Limited performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Thornburg Limited Market Price Analysis
Market price analysis indicators help investors to evaluate how Thornburg Limited 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 Thornburg Limited shares will generate the highest return on investment. By understating and applying Thornburg Limited mutual fund market price indicators, traders can identify Thornburg Limited position entry and exit signals to maximize returns.
Thornburg Limited Return and Market Media
Price Growth (%) |
| Timeline |
About Thornburg Limited 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 Thornburg or other funds. Alpha measures the amount that position in Thornburg Limited Term 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 Thornburg Limited 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, Thornburg Limited's short interest history, or implied volatility extrapolated from Thornburg Limited options trading.
Build Portfolio with Thornburg Limited
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
Check out Thornburg Limited Backtesting, Portfolio Optimization, Thornburg Limited Correlation, Thornburg Limited Hype Analysis, Thornburg Limited Volatility, Thornburg Limited History and analyze Thornburg Limited Performance. Note that the Thornburg Limited Term information on this page should be used as a complementary analysis to other Thornburg Limited'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Thornburg Limited 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.