Oakmark Mutual Fund Alpha and Beta Analysis

OARMX
 Fund
  

USD 115.53  0.000001  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oakmark Fund Service. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oakmark Fund over a specified time horizon. Remember, high Oakmark Fund'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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Please note that although Oakmark Fund 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, Oakmark Fund did 0.027858  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 Oakmark Fund Service fund's relative risk over its benchmark. Oakmark Fund Service has a beta of 0.15  . Let's try to break down what Oakmark's beta means in this case. As returns on the market increase, Oakmark Fund returns are expected to increase less than the market. However, during the bear market, the loss on holding Oakmark Fund 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.

Oakmark Fund Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oakmark Fund market risk premium is the additional return an investor will receive from holding Oakmark Fund 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 Oakmark Fund. 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 Oakmark Fund's performance over market.
α-0.03   β0.15
90 days against DJI

Oakmark Fund Fundamentals Vs Peers

Comparing Oakmark Fund's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Oakmark Fund's direct or indirect competition across all of the common fundamentals between Oakmark Fund and the related equities. This way, we can detect undervalued stocks with similar characteristics as Oakmark Fund or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Oakmark Fund's fundamental indicators could also be used in its relative valuation, which is a method of valuing Oakmark Fund by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Oakmark Fund to competition
FundamentalsOakmark FundPeer Average
Price to Earning15.36 X6.53 X
Price to Book1.76 X0.74 X
Price to Sales1.81 X0.61 X
One Year Return(1.01) %4.15 %
Three Year Return1.98 %3.60 %
Five Year Return4.49 %3.24 %
Ten Year Return10.11 %1.79 %

Oakmark Fund Opportunities

Oakmark Fund Return and Market Media

The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Please check Your Equity Center. Note that the Oakmark Fund Service information on this page should be used as a complementary analysis to other Oakmark Fund'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.

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