Avantis Mutual Fund Alpha and Beta Analysis

AVGNX -  USA Fund  

USD 9.34  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 Avantis Short-Term Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Avantis Short-Term over a specified time horizon. Remember, high Avantis Short-Term'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 Avantis Short-Term Backtesting, Portfolio Optimization, Avantis Short-Term Correlation, Avantis Short-Term Hype Analysis, Avantis Short-Term Volatility, Avantis Short-Term History and analyze Avantis Short-Term Performance.
  
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Please note that although Avantis Short-Term 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, Avantis Short-Term did 0.032815  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 Avantis Short-Term Fixed fund's relative risk over its benchmark. Avantis Short-Term Fixed has a beta of 0.0176  . Let's try to break down what Avantis's beta means in this case. As returns on the market increase, Avantis Short-Term returns are expected to increase less than the market. However, during the bear market, the loss on holding Avantis Short-Term 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.

Avantis Short-Term Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Avantis Short-Term market risk premium is the additional return an investor will receive from holding Avantis Short-Term 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 Avantis Short-Term. 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 Avantis Short-Term's performance over market.
α-0.03   β0.0176
90 days against DJI

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

Avantis Short-Term Market Price Analysis

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

Avantis Short-Term Return and Market Media

The median price of Avantis Short-Term for the period between Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 9.43 with a coefficient of variation of 0.58. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 9.43, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Avantis Short-Term 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 Avantis Short-Term Fixed 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.

Avantis Short-Term Investors Sentiment

The influence of Avantis Short-Term'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 Avantis. 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 Avantis Short-Term 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, Avantis Short-Term's short interest history, or implied volatility extrapolated from Avantis Short-Term options trading.

Current Sentiment - AVGNX

Avantis Short-Term Fixed Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Avantis Short-Term Fixed. What is your sentiment towards investing in Avantis Short-Term Fixed? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

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Please continue to Avantis Short-Term Backtesting, Portfolio Optimization, Avantis Short-Term Correlation, Avantis Short-Term Hype Analysis, Avantis Short-Term Volatility, Avantis Short-Term History and analyze Avantis Short-Term Performance. Note that the Avantis Short-Term Fixed information on this page should be used as a complementary analysis to other Avantis Short-Term'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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for Avantis Mutual Fund analysis

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