Cliffwater Mutual Fund Alpha and Beta Analysis

CELFX
 Fund
  

USD 10.72  0.01  0.09%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cliffwater Enhanced Lending. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cliffwater Enhanced over a specified time horizon. Remember, high Cliffwater Enhanced'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 Cliffwater Enhanced Backtesting, Portfolio Optimization, Cliffwater Enhanced Correlation, Cliffwater Enhanced Hype Analysis, Cliffwater Enhanced Volatility, Cliffwater Enhanced History and analyze Cliffwater Enhanced Performance.
  
Please note that although Cliffwater Enhanced 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., NYSE Composite index.) So in this particular case, Cliffwater Enhanced did 0.020306  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 Cliffwater Enhanced Lending fund's relative risk over its benchmark. Cliffwater Enhanced has a beta of 0.0029  . Let's try to break down what Cliffwater's beta means in this case. As returns on the market increase, returns on owning Cliffwater Enhanced are expected to decrease at a much lower rate. During the bear market, Cliffwater Enhanced is likely to outperform the market.
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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.

Cliffwater Enhanced Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cliffwater Enhanced market risk premium is the additional return an investor will receive from holding Cliffwater Enhanced 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 Cliffwater Enhanced. 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 Cliffwater Enhanced's performance over market.
α0.020306   β-0.0029
90 days against NYA

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

Cliffwater Enhanced Market Price Analysis

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

Cliffwater Enhanced Return and Market Media

The median price of Cliffwater Enhanced for the period between Sun, Sep 4, 2022 and Sat, Dec 3, 2022 is 10.59 with a coefficient of variation of 0.5. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 10.59, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Cliffwater Enhanced 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 financial instruments including Cliffwater or other funds. Alpha measures the amount that position in Cliffwater Enhanced 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.
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 Cliffwater Enhanced 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, Cliffwater Enhanced's short interest history, or implied volatility extrapolated from Cliffwater Enhanced options trading.

Build Portfolio with Cliffwater Enhanced

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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Align your risk with return expectations

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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 Cliffwater Enhanced Backtesting, Portfolio Optimization, Cliffwater Enhanced Correlation, Cliffwater Enhanced Hype Analysis, Cliffwater Enhanced Volatility, Cliffwater Enhanced History and analyze Cliffwater Enhanced Performance. Note that the Cliffwater Enhanced information on this page should be used as a complementary analysis to other Cliffwater Enhanced'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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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