Pictet USA (Luxembourg) Alpha and Beta Analysis

Funds . Luxembourg . 
Fund . Pictet-USA Index PUSD
LU0130732877   393.10  3.88  1.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pictet USA Index PUSD. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pictet USA over a specified time horizon. Remember, high Pictet USA'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.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any Fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
  
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.

Pictet USA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pictet USA market risk premium is the additional return an investor will receive from holding Pictet USA 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 Pictet USA. 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 Pictet USA's performance over market.
α0.08   β-0.06
90 days against NYA

Pictet USA Return and Market Media

The median price of Pictet USA for the period between Mon, Mar 6, 2023 and Sun, Jun 4, 2023 is 381.33 with a coefficient of variation of 2.36. The daily time series for the period is distributed with a sample standard deviation of 8.94, arithmetic mean of 378.16, and mean deviation of 7.79. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
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 Pictet USA 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, Pictet USA's short interest history, or implied volatility extrapolated from Pictet USA options trading.

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Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any Fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Pictet-USA Index PUSD information on this page should be used as a complementary analysis to other Pictet USA'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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

Complementary Tools for Pictet Fund analysis

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

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