Target Managed Allocation Fund Alpha and Beta Analysis
| UTMAX Fund | USD 10.10 0.10 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Target Managed Allocation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Target Managed over a specified time horizon. Remember, high Target Managed'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 Target Managed's market risk premium analysis include:
Beta 0.89 | Alpha (0) | Risk 0.66 | Sharpe Ratio 0.13 | Expected Return 0.0824 |
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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Target Managed Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Target Managed market risk premium is the additional return an investor will receive from holding Target Managed 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 Target Managed. 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 Target Managed's performance over market.| α | -0.0014 | β | 0.89 |
Target Managed 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 Target Managed's Buy-and-hold return. Our buy-and-hold chart shows how Target Managed performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Target Managed Market Price Analysis
Market price analysis indicators help investors to evaluate how Target Managed 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 Target Managed shares will generate the highest return on investment. By understating and applying Target Managed mutual fund market price indicators, traders can identify Target Managed position entry and exit signals to maximize returns.
Target Managed Return and Market Media
The median price of Target Managed for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 10.04 with a coefficient of variation of 2.18. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 10.01, and mean deviation of 0.18. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Target Managed 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 Target or other funds. Alpha measures the amount that position in Target Managed Allocation 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 Target Managed 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, Target Managed's short interest history, or implied volatility extrapolated from Target Managed options trading.
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Align your risk with return expectations
Check out Target Managed Backtesting, Portfolio Optimization, Target Managed Correlation, Target Managed Hype Analysis, Target Managed Volatility, Target Managed History and analyze Target Managed Performance. Note that the Target Managed Allocation information on this page should be used as a complementary analysis to other Target Managed'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 Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Target Managed 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.