TERIX Mutual Fund Alpha and Beta Analysis

TERIX
 Fund
  

USD 23.84  0.03  0.13%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as All Terrain Opportunity. It also helps investors analyze the systematic and unsystematic risks associated with investing in All Terrain over a specified time horizon. Remember, high All Terrain'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.
Additionally, take a look at All Terrain Backtesting, Portfolio Optimization, All Terrain Correlation, All Terrain Hype Analysis, All Terrain Volatility, All Terrain History and analyze All Terrain Performance.
  
Please note that although All Terrain 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, All Terrain did 0.008652  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 All Terrain Opportunity fund's relative risk over its benchmark. All Terrain Opportunity has a beta of 0.17  . Let's try to break down what TERIX's beta means in this case. As returns on the market increase, All Terrain returns are expected to increase less than the market. However, during the bear market, the loss on holding All Terrain 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.

All Terrain Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. All Terrain market risk premium is the additional return an investor will receive from holding All Terrain 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 All Terrain. 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 All Terrain's performance over market.
α-0.0087   β0.17
90 days against DJI

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

All Terrain Market Price Analysis

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

All Terrain Return and Market Media

The median price of All Terrain for the period between Tue, May 10, 2022 and Mon, Aug 8, 2022 is 23.66 with a coefficient of variation of 0.74. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 23.61, and mean deviation of 0.15. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Red Hat helps US Department of Energy containerize supercomp...06/01/2022
2
Oracle closes 28.3b Cerner buy amid warnings of commercial c...06/08/2022
3
Red-rated legacy IT gets refresh in UK as US battles theirs ...06/10/2022
4
Microsoft continues cyber security spending spree with Mibur...06/15/2022
5
Oracle lands London council deal for 12m ERP project - The R...06/27/2022

About All Terrain 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 All Terrain Opportunity 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.

All Terrain Investors Sentiment

The influence of All Terrain'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 TERIX. 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 All Terrain 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, All Terrain's short interest history, or implied volatility extrapolated from All Terrain options trading.

Build Portfolio with All Terrain

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
Additionally, take a look at All Terrain Backtesting, Portfolio Optimization, All Terrain Correlation, All Terrain Hype Analysis, All Terrain Volatility, All Terrain History and analyze All Terrain Performance. Note that the All Terrain Opportunity information on this page should be used as a complementary analysis to other All Terrain'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for TERIX Mutual Fund analysis

When running All Terrain Opportunity price analysis, check to measure All Terrain'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 All Terrain is operating at the current time. Most of All Terrain's value examination focuses on studying past and present price action to predict the probability of All Terrain's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move All Terrain's price. Additionally, you may evaluate how the addition of All Terrain to your portfolios can decrease your overall portfolio volatility.
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
All Terrain 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 All Terrain technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of All Terrain 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...