Aberdeen Mutual Fund Alpha and Beta Analysis

ATOAX
 Fund
  

USD 10.07  0.01  0.1%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aberdeen Ultra Short. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aberdeen Ultra over a specified time horizon. Remember, high Aberdeen Ultra'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 Aberdeen Ultra Backtesting, Portfolio Optimization, Aberdeen Ultra Correlation, Aberdeen Ultra Hype Analysis, Aberdeen Ultra Volatility, Aberdeen Ultra History and analyze Aberdeen Ultra Performance.
  
Please note that although Aberdeen Ultra 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, Aberdeen Ultra did 0.005212  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 Aberdeen Ultra Short fund's relative risk over its benchmark. Aberdeen Ultra Short has a beta of 0.0054  . Let's try to break down what Aberdeen's beta means in this case. As returns on the market increase, returns on owning Aberdeen Ultra are expected to decrease at a much lower rate. During the bear market, Aberdeen Ultra is likely to outperform the market.
.
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.

Aberdeen Ultra Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aberdeen Ultra market risk premium is the additional return an investor will receive from holding Aberdeen Ultra 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 Aberdeen Ultra. 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 Aberdeen Ultra's performance over market.
α-0.0052   β-0.0054
90 days against DJI

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

Aberdeen Ultra Market Price Analysis

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

Aberdeen Ultra Return and Market Media

The median price of Aberdeen Ultra for the period between Sat, May 14, 2022 and Fri, Aug 12, 2022 is 10.05 with a coefficient of variation of 0.09. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 10.05, and mean deviation of 0.01. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Aberdeen Ultra 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 Aberdeen Ultra Short 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.

Aberdeen Ultra Investors Sentiment

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

Build Portfolio with Aberdeen Ultra

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 Aberdeen Ultra Backtesting, Portfolio Optimization, Aberdeen Ultra Correlation, Aberdeen Ultra Hype Analysis, Aberdeen Ultra Volatility, Aberdeen Ultra History and analyze Aberdeen Ultra Performance. Note that the Aberdeen Ultra Short information on this page should be used as a complementary analysis to other Aberdeen Ultra'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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Aberdeen Mutual Fund analysis

When running Aberdeen Ultra Short price analysis, check to measure Aberdeen Ultra'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 Aberdeen Ultra is operating at the current time. Most of Aberdeen Ultra's value examination focuses on studying past and present price action to predict the probability of Aberdeen Ultra's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Aberdeen Ultra's price. Additionally, you may evaluate how the addition of Aberdeen Ultra to your portfolios can decrease your overall portfolio volatility.
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Aberdeen Ultra 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 Aberdeen Ultra technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Aberdeen Ultra 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...