Sector Mutual Fund Alpha and Beta Analysis

NAVFX -  USA Fund  

USD 15.38  0.22  1.41%

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

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Please note that although Sector Rotation 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, Sector Rotation did 0.009443  better 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 Sector Rotation fund's relative risk over its benchmark. Sector Rotation has a beta of 0.0454  . Let's try to break down what Sector's beta means in this case. As returns on the market increase, returns on owning Sector Rotation are expected to decrease at a much lower rate. During the bear market, Sector Rotation 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.

Sector Rotation Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sector Rotation market risk premium is the additional return an investor will receive from holding Sector Rotation 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 Sector Rotation. 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 Sector Rotation's performance over market.
α0.009443   β-0.05
90 days against DJI

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

Sector Rotation Market Price Analysis

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

Sector Rotation Return and Market Media

The median price of Sector Rotation for the period between Thu, Jun 24, 2021 and Wed, Sep 22, 2021 is 15.59 with a coefficient of variation of 1.32. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 15.56, and mean deviation of 0.16. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 

About Sector Rotation 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 Sector Rotation 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.

Sector Rotation Investors Sentiment

The influence of Sector Rotation'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 Sector. 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.

Current Sentiment - NAVFX

Sector Rotation Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Sector Rotation. What is your outlook on investing in Sector Rotation? Are you bullish or bearish?
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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.

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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 Sector Rotation Backtesting, Portfolio Optimization, Sector Rotation Correlation, Sector Rotation Hype Analysis, Sector Rotation Volatility, Sector Rotation History and analyze Sector Rotation Performance. Note that the Sector Rotation information on this page should be used as a complementary analysis to other Sector Rotation'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Sector Mutual Fund analysis

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