Quantified Mutual Fund Alpha and Beta Analysis

QALAX
 Fund
  

USD 9.32  0.03  0.32%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Quantified Alternative Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Quantified Alternative over a specified time horizon. Remember, high Quantified Alternative'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 see Quantified Alternative Backtesting, Portfolio Optimization, Quantified Alternative Correlation, Quantified Alternative Hype Analysis, Quantified Alternative Volatility, Quantified Alternative History and analyze Quantified Alternative Performance.
  
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Please note that although Quantified Alternative 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, Quantified Alternative did 0.030971  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 Quantified Alternative Investment fund's relative risk over its benchmark. Quantified Alternative has a beta of 0.20  . Let's try to break down what Quantified's beta means in this case. As returns on the market increase, Quantified Alternative returns are expected to increase less than the market. However, during the bear market, the loss on holding Quantified Alternative 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.

Quantified Alternative Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Quantified Alternative market risk premium is the additional return an investor will receive from holding Quantified Alternative 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 Quantified Alternative. 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 Quantified Alternative's performance over market.
α-0.03   β0.20
90 days against DJI

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

Quantified Alternative Market Price Analysis

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

Quantified Alternative Return and Market Media

The median price of Quantified Alternative for the period between Thu, Apr 7, 2022 and Wed, Jul 6, 2022 is 9.64 with a coefficient of variation of 1.63. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 9.61, and mean deviation of 0.13. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Galaxy Digital Asset Management April 2022 Month End AUM - B...05/05/2022
2
The Fed announced the largest interest rates hike since 1994...06/16/2022

About Quantified Alternative 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 Quantified Alternative 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.

Quantified Alternative Investors Sentiment

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

Current Sentiment - QALAX

Quantified Alternative Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Quantified Alternative Investment. What is your perspective on investing in Quantified Alternative Investment? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Build Portfolio with Quantified Alternative

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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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 see Quantified Alternative Backtesting, Portfolio Optimization, Quantified Alternative Correlation, Quantified Alternative Hype Analysis, Quantified Alternative Volatility, Quantified Alternative History and analyze Quantified Alternative Performance. Note that the Quantified Alternative information on this page should be used as a complementary analysis to other Quantified Alternative'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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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