AAACX Mutual Fund Alpha and Beta Analysis

AAACX -  USA Fund  

USD 6.68  0.02  0.30%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as A3 Alternative Credit. It also helps investors analyze the systematic and unsystematic risks associated with investing in A3 Alternative over a specified time horizon. Remember, high A3 Alternative'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 A3 Alternative Backtesting, Portfolio Optimization, A3 Alternative Correlation, A3 Alternative Hype Analysis, A3 Alternative Volatility, A3 Alternative History and analyze A3 Alternative Performance.
  
Refresh
Please note that although A3 Alternative 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, A3 Alternative did 0.16  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 A3 Alternative Credit fund's relative risk over its benchmark. A3 Alternative Credit has a beta of 0.009  . Let's try to break down what AAACX's beta means in this case. As returns on the market increase, A3 Alternative returns are expected to increase less than the market. However, during the bear market, the loss on holding A3 Alternative 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.

A3 Alternative Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. A3 Alternative market risk premium is the additional return an investor will receive from holding A3 Alternative 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 A3 Alternative. 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 A3 Alternative's performance over market.
α-0.16   β0.009
90 days against DJI

A3 Alternative 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 A3 Alternative's Buy-and-hold return. Our buy-and-hold chart shows how A3 Alternative performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

A3 Alternative Market Price Analysis

Market price analysis indicators help investors to evaluate how A3 Alternative 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 A3 Alternative shares will generate the highest return on investment. By understating and applying A3 Alternative mutual fund market price indicators, traders can identify A3 Alternative position entry and exit signals to maximize returns.

A3 Alternative Return and Market Media

The median price of A3 Alternative for the period between Sat, Mar 26, 2022 and Fri, Jun 24, 2022 is 7.07 with a coefficient of variation of 3.02. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 7.08, and mean deviation of 0.18. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About A3 Alternative 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 A3 Alternative Credit 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.

A3 Alternative Investors Sentiment

The influence of A3 Alternative'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 AAACX. 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 A3 Alternative 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, A3 Alternative's short interest history, or implied volatility extrapolated from A3 Alternative options trading.

Current Sentiment - AAACX

A3 Alternative Credit Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in A3 Alternative Credit. What is your sentiment towards investing in A3 Alternative Credit? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Build Portfolio with A3 Alternative

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 A3 Alternative Backtesting, Portfolio Optimization, A3 Alternative Correlation, A3 Alternative Hype Analysis, A3 Alternative Volatility, A3 Alternative History and analyze A3 Alternative Performance. Note that the A3 Alternative Credit information on this page should be used as a complementary analysis to other A3 Alternative'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Complementary Tools for AAACX Mutual Fund analysis

When running A3 Alternative Credit price analysis, check to measure A3 Alternative'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 A3 Alternative is operating at the current time. Most of A3 Alternative's value examination focuses on studying past and present price action to predict the probability of A3 Alternative's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move A3 Alternative's price. Additionally, you may evaluate how the addition of A3 Alternative to your portfolios can decrease your overall portfolio volatility.
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
A3 Alternative 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 A3 Alternative technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of A3 Alternative 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...