Optimum Mutual Fund Alpha and Beta Analysis

OASGX
 Fund
  

USD 11.63  0.03  0.26%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Optimum Small Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Optimum Small over a specified time horizon. Remember, high Optimum Small'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 Optimum Small Backtesting, Portfolio Optimization, Optimum Small Correlation, Optimum Small Hype Analysis, Optimum Small Volatility, Optimum Small History and analyze Optimum Small Performance.
  
Please note that although Optimum Small 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, Optimum Small did 0.26  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 Optimum Small Cap fund's relative risk over its benchmark. Optimum Small Cap has a beta of 0.11  . Let's try to break down what Optimum's beta means in this case. As returns on the market increase, Optimum Small returns are expected to increase less than the market. However, during the bear market, the loss on holding Optimum Small 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.

Optimum Small Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Optimum Small market risk premium is the additional return an investor will receive from holding Optimum Small 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 Optimum Small. 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 Optimum Small's performance over market.
α0.26   β0.11
90 days against DJI

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

Optimum Small Market Price Analysis

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

Optimum Small Return and Market Media

The median price of Optimum Small for the period between Thu, May 19, 2022 and Wed, Aug 17, 2022 is 10.49 with a coefficient of variation of 4.89. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 10.52, and mean deviation of 0.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Optimum Small 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 Optimum or other funds. Alpha measures the amount that position in Optimum Small Cap 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.

Optimum Small Investors Sentiment

The influence of Optimum Small'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 Optimum. The overall investor sentiment generally increases the direction of a fund movement in a one-year investment horizon. However, the impact of investor sentiment on the entire fund 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 Optimum Small 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, Optimum Small's short interest history, or implied volatility extrapolated from Optimum Small options trading.

Build Portfolio with Optimum Small

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 Optimum Small Backtesting, Portfolio Optimization, Optimum Small Correlation, Optimum Small Hype Analysis, Optimum Small Volatility, Optimum Small History and analyze Optimum Small Performance. Note that the Optimum Small Cap information on this page should be used as a complementary analysis to other Optimum Small'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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Complementary Tools for Optimum Mutual Fund analysis

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