American Mutual Fund Alpha and Beta Analysis

AMPAX
 Fund
  

USD 17.70  0.49  2.69%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Beacon Mid-Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Beacon over a specified time horizon. Remember, high American Beacon'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 American Beacon Backtesting, Portfolio Optimization, American Beacon Correlation, American Beacon Hype Analysis, American Beacon Volatility, American Beacon History and analyze American Beacon Performance.
  
Please note that although American Beacon 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, American Beacon did 0.032559  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 American Beacon Mid-Cap fund's relative risk over its benchmark. American Beacon Mid-Cap has a beta of 0.08  . Let's try to break down what American's beta means in this case. As returns on the market increase, American Beacon returns are expected to increase less than the market. However, during the bear market, the loss on holding American Beacon 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.

American Beacon Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Beacon market risk premium is the additional return an investor will receive from holding American Beacon 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 American Beacon. 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 American Beacon's performance over market.
α0.032559   β0.08
90 days against DJI

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

American Beacon Market Price Analysis

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

American Beacon Return and Market Media

The median price of American Beacon for the period between Sun, May 15, 2022 and Sat, Aug 13, 2022 is 17.17 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 17.1, and mean deviation of 0.66. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
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About American Beacon 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 American Beacon Mid-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.

American Beacon Investors Sentiment

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

Build Portfolio with American Beacon

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 continue to American Beacon Backtesting, Portfolio Optimization, American Beacon Correlation, American Beacon Hype Analysis, American Beacon Volatility, American Beacon History and analyze American Beacon Performance. Note that the American Beacon Mid-Cap information on this page should be used as a complementary analysis to other American Beacon'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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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