QAWSX Mutual Fund Alpha and Beta Analysis

QAWSX
 Fund
  

USD 8.86  0.04  0.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Q3 All-Weather Sector. It also helps investors analyze the systematic and unsystematic risks associated with investing in Q3 All-Weather over a specified time horizon. Remember, high Q3 All-Weather'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 Q3 All-Weather Backtesting, Portfolio Optimization, Q3 All-Weather Correlation, Q3 All-Weather Hype Analysis, Q3 All-Weather Volatility, Q3 All-Weather History and analyze Q3 All-Weather Performance.
  
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Please note that although Q3 All-Weather 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, Q3 All-Weather did 0.12  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 Q3 All-Weather Sector fund's relative risk over its benchmark. Q3 All-Weather Sector has a beta of 0.0254  . Let's try to break down what QAWSX's beta means in this case. As returns on the market increase, Q3 All-Weather returns are expected to increase less than the market. However, during the bear market, the loss on holding Q3 All-Weather 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.

Q3 All-Weather Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Q3 All-Weather market risk premium is the additional return an investor will receive from holding Q3 All-Weather 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 Q3 All-Weather. 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 Q3 All-Weather's performance over market.
α-0.12   β0.0254
90 days against DJI

Q3 All-Weather 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 Q3 All-Weather's Buy-and-hold return. Our buy-and-hold chart shows how Q3 All-Weather performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Q3 All-Weather Market Price Analysis

Market price analysis indicators help investors to evaluate how Q3 All-Weather 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 Q3 All-Weather shares will generate the highest return on investment. By understating and applying Q3 All-Weather mutual fund market price indicators, traders can identify Q3 All-Weather position entry and exit signals to maximize returns.

Q3 All-Weather Return and Market Media

The median price of Q3 All-Weather for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 9.33 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 9.3, and mean deviation of 0.24. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Q3 All-Weather 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 Q3 All-Weather Sector 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.

Q3 All-Weather Investors Sentiment

The influence of Q3 All-Weather'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 QAWSX. 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 Q3 All-Weather 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, Q3 All-Weather's short interest history, or implied volatility extrapolated from Q3 All-Weather options trading.

Current Sentiment - QAWSX

Q3 All-Weather Sector Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Q3 All-Weather Sector. What is your perspective on investing in Q3 All-Weather Sector? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Build Portfolio with Q3 All-Weather

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 Q3 All-Weather Backtesting, Portfolio Optimization, Q3 All-Weather Correlation, Q3 All-Weather Hype Analysis, Q3 All-Weather Volatility, Q3 All-Weather History and analyze Q3 All-Weather Performance. Note that the Q3 All-Weather Sector information on this page should be used as a complementary analysis to other Q3 All-Weather'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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for QAWSX Mutual Fund analysis

When running Q3 All-Weather Sector price analysis, check to measure Q3 All-Weather'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 Q3 All-Weather is operating at the current time. Most of Q3 All-Weather's value examination focuses on studying past and present price action to predict the probability of Q3 All-Weather's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Q3 All-Weather's price. Additionally, you may evaluate how the addition of Q3 All-Weather to your portfolios can decrease your overall portfolio volatility.
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Q3 All-Weather 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 Q3 All-Weather technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Q3 All-Weather 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...