Oakmark Mutual Fund Alpha and Beta Analysis

OAZMX
 Fund
  

USD 105.15  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 Fund R6. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oakmark Fund over a specified time horizon. Remember, high Oakmark 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.
Please check Oakmark Fund Backtesting, Portfolio Optimization, Oakmark Fund Correlation, Oakmark Fund Hype Analysis, Oakmark Fund Volatility, Oakmark Fund History and analyze Oakmark Fund Performance.
  
Please note that although Oakmark 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, Oakmark Fund did 0.026528  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 Fund R6 fund's relative risk over its benchmark. Oakmark Fund R6 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, Oakmark Fund returns are expected to increase less than the market. However, during the bear market, the loss on holding Oakmark Fund will be expected to be smaller as well.
.
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 Fund Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oakmark Fund market risk premium is the additional return an investor will receive from holding Oakmark 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 Oakmark 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 Oakmark Fund's performance over market.
α-0.03   β0.09
90 days against DJI

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

Oakmark Fund Market Price Analysis

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

Oakmark Fund Return and Market Media

The median price of Oakmark Fund for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 102.69 with a coefficient of variation of 4.57. The daily time series for the period is distributed with a sample standard deviation of 4.67, arithmetic mean of 102.14, and mean deviation of 3.94. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Oakmark 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Oakmark Fund R6 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 Fund Investors Sentiment

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

Build Portfolio with Oakmark Fund

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.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
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 Fund Backtesting, Portfolio Optimization, Oakmark Fund Correlation, Oakmark Fund Hype Analysis, Oakmark Fund Volatility, Oakmark Fund History and analyze Oakmark Fund Performance. Note that the Oakmark Fund R6 information on this page should be used as a complementary analysis to other Oakmark 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Oakmark Mutual Fund analysis

When running Oakmark Fund R6 price analysis, check to measure Oakmark 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 Oakmark Fund is operating at the current time. Most of Oakmark Fund's value examination focuses on studying past and present price action to predict the probability of Oakmark Fund's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oakmark Fund's price. Additionally, you may evaluate how the addition of Oakmark Fund to your portfolios can decrease your overall portfolio volatility.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Oakmark 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, stock market cycles, or different charting patterns.
A focus of Oakmark Fund technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Oakmark 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...