Global Mutual Fund Alpha and Beta Analysis

AGBGX
 Fund
  

USD 9.32  0.01  0.11%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Global Bond Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Global Bond over a specified time horizon. Remember, high Global Bond'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 Global Bond Backtesting, Portfolio Optimization, Global Bond Correlation, Global Bond Hype Analysis, Global Bond Volatility, Global Bond History and analyze Global Bond Performance.
  
Please note that although Global Bond 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, Global Bond did 0.012271  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 Global Bond Fund fund's relative risk over its benchmark. Global Bond Fund has a beta of 0.042  . Let's try to break down what Global's beta means in this case. As returns on the market increase, Global Bond returns are expected to increase less than the market. However, during the bear market, the loss on holding Global Bond 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.

Global Bond Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Global Bond market risk premium is the additional return an investor will receive from holding Global Bond 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 Global Bond. 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 Global Bond's performance over market.
α-0.01   β0.042
90 days against DJI

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

Global Bond Market Price Analysis

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

Global Bond Return and Market Media

The median price of Global Bond for the period between Sun, May 15, 2022 and Sat, Aug 13, 2022 is 9.3 with a coefficient of variation of 1.14. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 9.26, and mean deviation of 0.09. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
AAPL Dividend Announcement 0.0514Share 6212022 - Dividend In...06/21/2022

About Global Bond 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 Global Bond Fund 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.

Global Bond Investors Sentiment

The influence of Global Bond'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 Global. 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 Global Bond 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, Global Bond's short interest history, or implied volatility extrapolated from Global Bond options trading.

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Please continue to Global Bond Backtesting, Portfolio Optimization, Global Bond Correlation, Global Bond Hype Analysis, Global Bond Volatility, Global Bond History and analyze Global Bond Performance. Note that the Global Bond Fund information on this page should be used as a complementary analysis to other Global Bond'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 Global Mutual Fund analysis

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