Brown Mutual Fund Alpha and Beta Analysis

BADAX
 Fund
  

USD 14.97  0.23  1.56%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brown Advisory Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brown Advisory over a specified time horizon. Remember, high Brown Advisory'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.
Continue to Brown Advisory Backtesting, Portfolio Optimization, Brown Advisory Correlation, Brown Advisory Hype Analysis, Brown Advisory Volatility, Brown Advisory History and analyze Brown Advisory Performance.
  
Please note that although Brown Advisory 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, Brown Advisory did 0.05  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 Brown Advisory Equity fund's relative risk over its benchmark. Brown Advisory Equity has a beta of 0.11  . Let's try to break down what Brown's beta means in this case. As returns on the market increase, Brown Advisory returns are expected to increase less than the market. However, during the bear market, the loss on holding Brown Advisory 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.

Brown Advisory Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brown Advisory market risk premium is the additional return an investor will receive from holding Brown Advisory 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 Brown Advisory. 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 Brown Advisory's performance over market.
α0.05   β0.11
90 days against DJI

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

Brown Advisory Market Price Analysis

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

Brown Advisory Return and Market Media

The median price of Brown Advisory for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 14.06 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 14.05, and mean deviation of 0.39. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
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2
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5
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6
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7
Pennsylvania universities reject GOP call to freeze tuition ...07/27/2022
8
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About Brown Advisory 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 Brown Advisory Equity 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.

Brown Advisory Investors Sentiment

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

Build Portfolio with Brown Advisory

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
Continue to Brown Advisory Backtesting, Portfolio Optimization, Brown Advisory Correlation, Brown Advisory Hype Analysis, Brown Advisory Volatility, Brown Advisory History and analyze Brown Advisory Performance. Note that the Brown Advisory Equity information on this page should be used as a complementary analysis to other Brown Advisory'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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Brown Mutual Fund analysis

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