Smead Value Fund Alpha and Beta Analysis

SVFYX Fund  USD 84.62  0.70  0.83%   
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
(0.11)
Alpha
0.15
Risk
0.8
Sharpe Ratio
0.21
Expected Return
0.17
Please note that although Smead Value 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., NYSE Composite index.) So in this particular case, Smead Value did 0.15  better 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 Smead Value Fund fund's relative risk over its benchmark. Smead Value Fund has a beta of 0.11  . As returns on the market increase, returns on owning Smead Value are expected to decrease at a much lower rate. During the bear market, Smead Value is likely to outperform the market. .
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.
  
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.

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.
α0.15   β-0.11

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, Dec 29, 2023 and Thu, Mar 28, 2024 is 76.83 with a coefficient of variation of 2.95. The daily time series for the period is distributed with a sample standard deviation of 2.3, arithmetic mean of 77.82, and mean deviation of 1.91. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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.
You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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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.
A focus of Smead Value technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Smead Value 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...