Oberweis Mutual Fund Alpha and Beta Analysis

OBSOX
 Fund
  

USD 19.73  0.37  1.84%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oberweis Small-Cap Opportunities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oberweis Small-Cap over a specified time horizon. Remember, high Oberweis Small-Cap'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 check Oberweis Small-Cap Backtesting, Portfolio Optimization, Oberweis Small-Cap Correlation, Oberweis Small-Cap Hype Analysis, Oberweis Small-Cap Volatility, Oberweis Small-Cap History and analyze Oberweis Small-Cap Performance.
  
Please note that although Oberweis Small-Cap 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, Oberweis Small-Cap did 0.21  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 Oberweis Small-Cap Opportunities fund's relative risk over its benchmark. Oberweis Small-Cap has a beta of 0.1  . Let's try to break down what Oberweis's beta means in this case. As returns on the market increase, Oberweis Small-Cap returns are expected to increase less than the market. However, during the bear market, the loss on holding Oberweis Small-Cap 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.

Oberweis Small-Cap Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oberweis Small-Cap market risk premium is the additional return an investor will receive from holding Oberweis Small-Cap 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 Oberweis Small-Cap. 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 Oberweis Small-Cap's performance over market.
α0.21   β0.1
90 days against DJI

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

Oberweis Small-Cap Market Price Analysis

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

Oberweis Small-Cap Return and Market Media

The median price of Oberweis Small-Cap for the period between Mon, May 16, 2022 and Sun, Aug 14, 2022 is 17.45 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 17.73, and mean deviation of 0.86. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Oberweis Small-Cap 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 Oberweis Small-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.

Oberweis Small-Cap Investors Sentiment

The influence of Oberweis Small-Cap'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 Oberweis. 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 Oberweis Small-Cap 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, Oberweis Small-Cap's short interest history, or implied volatility extrapolated from Oberweis Small-Cap options trading.

Build Portfolio with Oberweis Small-Cap

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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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 check Oberweis Small-Cap Backtesting, Portfolio Optimization, Oberweis Small-Cap Correlation, Oberweis Small-Cap Hype Analysis, Oberweis Small-Cap Volatility, Oberweis Small-Cap History and analyze Oberweis Small-Cap Performance. Note that the Oberweis Small-Cap information on this page should be used as a complementary analysis to other Oberweis Small-Cap'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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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