Oakmark Mutual Fund Alpha and Beta Analysis

OARLX
 Fund
  

USD 61.34  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oakmark Select. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oakmark Select over a specified time horizon. Remember, high Oakmark Select'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.
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Please note that although Oakmark Select 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 Select did 0.029001  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 Oakmark Select fund's relative risk over its benchmark. Oakmark Select has a beta of 0.09  . Let's try to break down what Oakmark's beta means in this case. As returns on the market increase, returns on owning Oakmark Select are expected to decrease at a much lower rate. During the bear market, Oakmark Select 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.

Oakmark Select Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oakmark Select market risk premium is the additional return an investor will receive from holding Oakmark Select 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 Select. 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 Select's performance over market.
α-0.03   β-0.09
90 days against DJI

Oakmark Select Fundamentals Vs Peers

Comparing Oakmark Select's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Oakmark Select's direct or indirect competition across all of the common fundamentals between Oakmark Select and the related equities. This way, we can detect undervalued stocks with similar characteristics as Oakmark Select or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Oakmark Select's fundamental indicators could also be used in its relative valuation, which is a method of valuing Oakmark Select by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Oakmark Select to competition
FundamentalsOakmark SelectPeer Average
Price to Earning14.26 X6.53 X
Price to Book1.55 X0.74 X
Price to Sales0.92 X0.61 X
One Year Return(5.32) %4.15 %
Three Year Return(4.28) %3.60 %
Five Year Return(0.39) %3.24 %
Ten Year Return7.77 %1.79 %

Oakmark Select Opportunities

Oakmark Select Return and Market Media

The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with Oakmark Select

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 Your Equity Center. You can also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Other Tools for Oakmark Mutual Fund

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