Thrivent Mutual Fund Alpha and Beta Analysis

AAAGX
 Fund
  

USD 11.86  0.03  0.25%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Thrivent Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Thrivent Large over a specified time horizon. Remember, high Thrivent Large'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.
Please continue to Thrivent Large Backtesting, Portfolio Optimization, Thrivent Large Correlation, Thrivent Large Hype Analysis, Thrivent Large Volatility, Thrivent Large History and analyze Thrivent Large Performance.
  
Please note that although Thrivent Large 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, Thrivent Large did 0.09  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 Thrivent Large Cap fund's relative risk over its benchmark. Thrivent Large Cap has a beta of 0.0124  . Let's try to break down what Thrivent's beta means in this case. As returns on the market increase, Thrivent Large returns are expected to increase less than the market. However, during the bear market, the loss on holding Thrivent Large will be expected to be smaller as well.
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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.

Thrivent Large Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Thrivent Large market risk premium is the additional return an investor will receive from holding Thrivent Large 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 Thrivent Large. 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 Thrivent Large's performance over market.
α-0.09   β0.0124
90 days against DJI

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

Thrivent Large Market Price Analysis

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

Thrivent Large Return and Market Media

The median price of Thrivent Large for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 12.85 with a coefficient of variation of 5.22. The daily time series for the period is distributed with a sample standard deviation of 0.68, arithmetic mean of 12.95, and mean deviation of 0.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Thrivent Large 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 Thrivent or other funds. Alpha measures the amount that position in Thrivent Large Cap 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 Thrivent Large 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, Thrivent Large's short interest history, or implied volatility extrapolated from Thrivent Large options trading.

Build Portfolio with Thrivent Large

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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Please continue to Thrivent Large Backtesting, Portfolio Optimization, Thrivent Large Correlation, Thrivent Large Hype Analysis, Thrivent Large Volatility, Thrivent Large History and analyze Thrivent Large Performance. Note that the Thrivent Large Cap information on this page should be used as a complementary analysis to other Thrivent Large'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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

Complementary Tools for Thrivent Mutual Fund analysis

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