Smead Value Fund Alpha and Beta Analysis
| SVFAX Fund | USD 78.86 0.34 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Smead Value Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Smead Value over a specified time horizon. Remember, high Smead Value'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. Key technical indicators related to Smead Value's market risk premium analysis include:
Beta 1.17 | Alpha 0.0151 | Risk 0.87 | Sharpe Ratio 0.11 | Expected Return 0.0913 |
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.
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Smead Value Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Smead Value market risk premium is the additional return an investor will receive from holding Smead Value 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 Smead Value. 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 Smead Value's performance over market.| α | 0.02 | β | 1.17 |
Smead Value 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 Smead Value's Buy-and-hold return. Our buy-and-hold chart shows how Smead Value performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Smead Value Market Price Analysis
Market price analysis indicators help investors to evaluate how Smead Value 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 Smead Value shares will generate the highest return on investment. By understating and applying Smead Value mutual fund market price indicators, traders can identify Smead Value position entry and exit signals to maximize returns.
Smead Value Return and Market Media
The median price of Smead Value for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 78.49 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 2.88, arithmetic mean of 78.49, and mean deviation of 2.49. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Smead Value 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 Smead or other funds. Alpha measures the amount that position in Smead Value Fund 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.
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 Smead Value 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, Smead Value's short interest history, or implied volatility extrapolated from Smead Value options trading.
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Check out Smead Value Backtesting, Portfolio Optimization, Smead Value Correlation, Smead Value Hype Analysis, Smead Value Volatility, Smead Value History and analyze Smead Value Performance. Note that the Smead Value Fund information on this page should be used as a complementary analysis to other Smead Value'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 the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Smead Value 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.