Growth Mutual Fund Alpha and Beta Analysis

CGFEX
 Fund
  

USD 52.27  0.01  0.0191%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Growth Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Growth Fund over a specified time horizon. Remember, high Growth Fund'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 Growth Fund Backtesting, Portfolio Optimization, Growth Fund Correlation, Growth Fund Hype Analysis, Growth Fund Volatility, Growth Fund History and analyze Growth Fund Performance.
  
Please note that although Growth Fund 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, Growth Fund did 0.16  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 The Growth Fund fund's relative risk over its benchmark. Growth Fund has a beta of 1.16  . Let's try to break down what Growth's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Growth Fund will likely underperform.
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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.

Growth Fund Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Growth Fund market risk premium is the additional return an investor will receive from holding Growth Fund 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 Growth Fund. 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 Growth Fund's performance over market.
α-0.16   β1.16
90 days against DJI

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

Growth Fund Market Price Analysis

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

Growth Fund Return and Market Media

The median price of Growth Fund for the period between Mon, Aug 29, 2022 and Sun, Nov 27, 2022 is 51.42 with a coefficient of variation of 4.0. The daily time series for the period is distributed with a sample standard deviation of 2.06, arithmetic mean of 51.42, and mean deviation of 1.69. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Growth Fund 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 Growth or other funds. Alpha measures the amount that position in Growth Fund 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 Growth Fund 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, Growth Fund's short interest history, or implied volatility extrapolated from Growth Fund options trading.

Build Portfolio with Growth Fund

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Continue to Growth Fund Backtesting, Portfolio Optimization, Growth Fund Correlation, Growth Fund Hype Analysis, Growth Fund Volatility, Growth Fund History and analyze Growth Fund Performance. Note that the Growth Fund information on this page should be used as a complementary analysis to other Growth Fund'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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

Complementary Tools for Growth Mutual Fund analysis

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