AVAAX Mutual Fund Alpha and Beta Analysis

AVAAX
 Fund
  

USD 10.30  0.03  0.29%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AB VIRGINIA PORTFOLIO. It also helps investors analyze the systematic and unsystematic risks associated with investing in AB VIRGINIA over a specified time horizon. Remember, high AB VIRGINIA'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 AB VIRGINIA Backtesting, Portfolio Optimization, AB VIRGINIA Correlation, AB VIRGINIA Hype Analysis, AB VIRGINIA Volatility, AB VIRGINIA History and analyze AB VIRGINIA Performance.
  
Please note that although AB VIRGINIA 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., NYSE Composite index.) So in this particular case, AB VIRGINIA did 0.003068  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 AB VIRGINIA PORTFOLIO fund's relative risk over its benchmark. AB VIRGINIA PORTFOLIO has a beta of 0.0102  . Let's try to break down what AVAAX's beta means in this case. As returns on the market increase, AB VIRGINIA returns are expected to increase less than the market. However, during the bear market, the loss on holding AB VIRGINIA will be expected to be smaller as well.
.
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.

AB VIRGINIA Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AB VIRGINIA market risk premium is the additional return an investor will receive from holding AB VIRGINIA 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 AB VIRGINIA. 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 AB VIRGINIA's performance over market.
α-0.0031   β0.0102
90 days against NYA

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

AB VIRGINIA Market Price Analysis

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

AB VIRGINIA Return and Market Media

The median price of AB VIRGINIA for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 10.03 with a coefficient of variation of 1.54. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 10.05, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About AB VIRGINIA 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 AVAAX or other funds. Alpha measures the amount that position in AB VIRGINIA PORTFOLIO 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 AB VIRGINIA 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, AB VIRGINIA's short interest history, or implied volatility extrapolated from AB VIRGINIA options trading.

Build Portfolio with AB VIRGINIA

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
Please continue to AB VIRGINIA Backtesting, Portfolio Optimization, AB VIRGINIA Correlation, AB VIRGINIA Hype Analysis, AB VIRGINIA Volatility, AB VIRGINIA History and analyze AB VIRGINIA Performance. Note that the AB VIRGINIA PORTFOLIO information on this page should be used as a complementary analysis to other AB VIRGINIA'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for AVAAX Mutual Fund analysis

When running AB VIRGINIA PORTFOLIO price analysis, check to measure AB VIRGINIA'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 AB VIRGINIA is operating at the current time. Most of AB VIRGINIA's value examination focuses on studying past and present price action to predict the probability of AB VIRGINIA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move AB VIRGINIA's price. Additionally, you may evaluate how the addition of AB VIRGINIA to your portfolios can decrease your overall portfolio volatility.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
AB VIRGINIA 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 AB VIRGINIA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AB VIRGINIA 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...