Oakmark Mutual Fund Alpha and Beta Analysis

OAKBX
 Fund
  

USD 31.41  0.51  1.60%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oakmark Equity And. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oakmark Equity over a specified time horizon. Remember, high Oakmark Equity'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 check Oakmark Equity Backtesting, Portfolio Optimization, Oakmark Equity Correlation, Oakmark Equity Hype Analysis, Oakmark Equity Volatility, Oakmark Equity History and analyze Oakmark Equity Performance.
  
Please note that although Oakmark Equity 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, Oakmark Equity did 0.049207  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 Oakmark Equity And fund's relative risk over its benchmark. Oakmark Equity And has a beta of 0.0293  . Let's try to break down what Oakmark's beta means in this case. As returns on the market increase, Oakmark Equity returns are expected to increase less than the market. However, during the bear market, the loss on holding Oakmark Equity 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.

Oakmark Equity Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oakmark Equity market risk premium is the additional return an investor will receive from holding Oakmark Equity 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 Oakmark Equity. 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 Oakmark Equity's performance over market.
α0.049207   β0.0293
90 days against DJI

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

Oakmark Equity Market Price Analysis

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

Oakmark Equity Return and Market Media

The median price of Oakmark Equity for the period between Sun, May 15, 2022 and Sat, Aug 13, 2022 is 30.43 with a coefficient of variation of 3.07. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 30.26, and mean deviation of 0.8. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Oakmark Equity 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 Oakmark Equity And 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.

Oakmark Equity Investors Sentiment

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

Build Portfolio with Oakmark Equity

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
Please check Oakmark Equity Backtesting, Portfolio Optimization, Oakmark Equity Correlation, Oakmark Equity Hype Analysis, Oakmark Equity Volatility, Oakmark Equity History and analyze Oakmark Equity Performance. Note that the Oakmark Equity And information on this page should be used as a complementary analysis to other Oakmark Equity'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Oakmark Mutual Fund analysis

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