Smead Value Alpha and Beta Analysis

SVFYX -- USA Fund  

USD 46.59  1.30  2.87%

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Smead Value Fund Class Y as well as systematic risk associated with investing in Smead Value over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk. Additionally, take a look at 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

α0.16   β0.78
30 days against DJI

Smead Value expected buy-and-hold returns

Smead Value Market Price Analysis

Smead Value Return and Market Media

The median price of Smead Value for the period between Fri, Nov 29, 2019 and Thu, Feb 27, 2020 is 50.41 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 50.33, and mean deviation of 0.82. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)