Hamilton Mutual Fund Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hamilton Lane Private. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hamilton Lane over a specified time horizon. Remember, high Hamilton Lane'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.
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Hamilton Beta 

 
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Please note that although Hamilton Lane 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, Hamilton Lane did 0.00  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 Hamilton Lane Private fund's relative risk over its benchmark. Hamilton Lane Private has a beta of 0.00  . Let's try to break down what Hamilton's beta means in this case. The returns on DOW and Hamilton Lane are completely uncorrelated.
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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.

Hamilton Lane Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hamilton Lane market risk premium is the additional return an investor will receive from holding Hamilton Lane 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 Hamilton Lane. 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 Hamilton Lane's performance over market.
α0.00   β0.00
90 days against DJI

Hamilton Lane Investors Sentiment

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

Current Sentiment - XHLIX

Hamilton Lane Private Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Hamilton Lane Private. What is your judgment towards investing in Hamilton Lane Private? Are you bullish or bearish?
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Check out Your Current Watchlist. Note that the Hamilton Lane Private information on this page should be used as a complementary analysis to other Hamilton Lane'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

Other Tools for Hamilton Mutual Fund

When running Hamilton Lane Private price analysis, check to measure Hamilton Lane'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 Hamilton Lane is operating at the current time. Most of Hamilton Lane's value examination focuses on studying past and present price action to predict the probability of Hamilton Lane's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hamilton Lane's price. Additionally, you may evaluate how the addition of Hamilton Lane to your portfolios can decrease your overall portfolio volatility.
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