Wells Mutual Fund Alpha and Beta Analysis

WFDSX -  USA Fund  

USD 52.02  1.00  1.89%

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

Wells Beta 

 
Refresh
Please note that although Wells Fargo 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, Wells Fargo did 0.08  worse 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 Wells Fargo Fds fund's relative risk over its benchmark. Wells Fargo Fds has a beta of 0.91  . Let's try to break down what Wells's beta means in this case. Wells Fargo returns are very sensitive to returns on the market. As the market goes up or down, Wells Fargo is expected to follow.
.
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.

Wells Fargo Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wells Fargo market risk premium is the additional return an investor will receive from holding Wells Fargo 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 Wells Fargo. 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 Wells Fargo's performance over market.
α-0.08   β0.91
90 days against DJI

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

Wells Fargo Market Price Analysis

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

Wells Fargo Return and Market Media

The median price of Wells Fargo for the period between Tue, Aug 31, 2021 and Mon, Nov 29, 2021 is 56.08 with a coefficient of variation of 3.12. The daily time series for the period is distributed with a sample standard deviation of 1.73, arithmetic mean of 55.59, and mean deviation of 1.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Wells Fargo 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 Wells Fargo Fds 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.

Wells Fargo Investors Sentiment

The influence of Wells Fargo'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 Wells. 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.
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 Wells Fargo 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, Wells Fargo's short interest history, or implied volatility extrapolated from Wells Fargo options trading.

Current Sentiment - WFDSX

Wells Fargo Fds Investor Sentiment

Most of Macroaxis users are at this time bullish on Wells Fargo Fds. What is your outlook on investing in Wells Fargo Fds? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Build Portfolio with Wells Fargo

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

Fix your portfolio
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
Check out Wells Fargo Backtesting, Portfolio Optimization, Wells Fargo Correlation, Wells Fargo Hype Analysis, Wells Fargo Volatility, Wells Fargo History and analyze Wells Fargo Performance. Note that the Wells Fargo Fds information on this page should be used as a complementary analysis to other Wells Fargo'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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Wells Mutual Fund analysis

When running Wells Fargo Fds price analysis, check to measure Wells Fargo'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 Wells Fargo is operating at the current time. Most of Wells Fargo's value examination focuses on studying past and present price action to predict the probability of Wells Fargo's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Wells Fargo's price. Additionally, you may evaluate how the addition of Wells Fargo to your portfolios can decrease your overall portfolio volatility.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Wells Fargo 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 Wells Fargo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Wells Fargo 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...