Global Quality Portfolio Fund Alpha and Beta Analysis
| MGQLX Fund | USD 17.87 0.06 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Quality Portfolio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Quality over a specified time horizon. Remember, high Global Quality'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 Global Quality's market risk premium analysis include:
Beta (0.21) | Alpha 0.0158 | Risk 0.72 | Sharpe Ratio (0.03) | Expected Return (0.02) |
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.
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Global Quality Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Quality market risk premium is the additional return an investor will receive from holding Global Quality 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 Global Quality. 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 Global Quality's performance over market.| α | 0.02 | β | -0.21 |
Global Quality 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 Global Quality's Buy-and-hold return. Our buy-and-hold chart shows how Global Quality performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Global Quality Market Price Analysis
Market price analysis indicators help investors to evaluate how Global Quality 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 Global Quality shares will generate the highest return on investment. By understating and applying Global Quality mutual fund market price indicators, traders can identify Global Quality position entry and exit signals to maximize returns.
Global Quality Return and Market Media
The median price of Global Quality for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 18.64 with a coefficient of variation of 1.99. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 18.58, and mean deviation of 0.31. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Global Quality 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 Global or other funds. Alpha measures the amount that position in Global Quality Portfolio 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 Global Quality 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, Global Quality's short interest history, or implied volatility extrapolated from Global Quality options trading.
Build Portfolio with Global Quality
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 Global Quality Backtesting, Portfolio Optimization, Global Quality Correlation, Global Quality Hype Analysis, Global Quality Volatility, Global Quality History and analyze Global Quality Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Global Quality 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.