Prudential Qma International Fund Alpha and Beta Analysis
| PJIZX Fund | USD 7.53 0.02 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Prudential Qma International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Prudential Qma over a specified time horizon. Remember, high Prudential Qma'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 Prudential Qma's market risk premium analysis include:
Beta 0.85 | Alpha 0.047 | Risk 0.68 | Sharpe Ratio 0.18 | Expected Return 0.12 |
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.
Prudential |
Prudential Qma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Prudential Qma market risk premium is the additional return an investor will receive from holding Prudential Qma 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 Prudential Qma. 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 Prudential Qma's performance over market.| α | 0.05 | β | 0.85 |
Prudential Qma 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 Prudential Qma's Buy-and-hold return. Our buy-and-hold chart shows how Prudential Qma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Prudential Qma Market Price Analysis
Market price analysis indicators help investors to evaluate how Prudential Qma 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 Prudential Qma shares will generate the highest return on investment. By understating and applying Prudential Qma mutual fund market price indicators, traders can identify Prudential Qma position entry and exit signals to maximize returns.
Prudential Qma Return and Market Media
The median price of Prudential Qma for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 7.38 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 7.35, and mean deviation of 0.17. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Prudential Qma 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 Prudential or other funds. Alpha measures the amount that position in Prudential Qma Inter 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 Prudential Qma 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, Prudential Qma's short interest history, or implied volatility extrapolated from Prudential Qma options trading.
Build Portfolio with Prudential Qma
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Check out Prudential Qma Backtesting, Portfolio Optimization, Prudential Qma Correlation, Prudential Qma Hype Analysis, Prudential Qma Volatility, Prudential Qma History and analyze Prudential Qma Performance. Note that the Prudential Qma Inter information on this page should be used as a complementary analysis to other Prudential Qma'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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Prudential Qma 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.