Advisors Mutual Fund Alpha and Beta Analysis

ACTIX
 Fund
  

USD 8.96  0.03  0.34%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Advisors Capital Tactical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Advisors Capital over a specified time horizon. Remember, high Advisors Capital'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 Advisors Capital Backtesting, Portfolio Optimization, Advisors Capital Correlation, Advisors Capital Hype Analysis, Advisors Capital Volatility, Advisors Capital History and analyze Advisors Capital Performance.
  
Please note that although Advisors Capital 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, Advisors Capital did 0.037603  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 Advisors Capital Tactical fund's relative risk over its benchmark. Advisors Capital Tactical has a beta of 0.0053  . Let's try to break down what Advisors's beta means in this case. As returns on the market increase, Advisors Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Advisors Capital 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.

Advisors Capital Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Advisors Capital market risk premium is the additional return an investor will receive from holding Advisors Capital 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 Advisors Capital. 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 Advisors Capital's performance over market.
α-0.04   β0.0053
90 days against DJI

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

Advisors Capital Market Price Analysis

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

Advisors Capital Return and Market Media

The median price of Advisors Capital for the period between Sat, Jul 9, 2022 and Fri, Oct 7, 2022 is 9.14 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 9.15, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Advisors Capital

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 Advisors Capital Backtesting, Portfolio Optimization, Advisors Capital Correlation, Advisors Capital Hype Analysis, Advisors Capital Volatility, Advisors Capital History and analyze Advisors Capital Performance. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for analysis

When running Advisors Capital Tactical price analysis, check to measure Advisors Capital'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 Advisors Capital is operating at the current time. Most of Advisors Capital's value examination focuses on studying past and present price action to predict the probability of Advisors Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Advisors Capital's price. Additionally, you may evaluate how the addition of Advisors Capital to your portfolios can decrease your overall portfolio volatility.
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Advisors Capital 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 Advisors Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Advisors Capital 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...