STRATEGIC Mutual Fund Quote

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. STRATEGIC ASSET's investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding STRATEGIC ASSET or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on STRATEGIC Mutual Fund. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding STRATEGIC Mutual Fund, and the less return is expected.

Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as STRATEGIC ASSET MANAGEMENT Mutual Fund, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.

Based on a normal probability distribution, the odds of STRATEGIC ASSET jumping above the current price in 90 days from now is about 69.15%. The STRATEGIC ASSET MANAGEMENT probability density function shows the probability of STRATEGIC ASSET mutual fund to fall within a particular range of prices over 90 days. Assuming the 90 days horizon STRATEGIC ASSET has a beta of 0.8689 indicating STRATEGIC ASSET MANAGEMENT market returns are sensitive to returns on the market. As the market goes up or down, STRATEGIC ASSET is expected to follow. Additionally, the company has an alpha of 0.054, implying that it can generate a 0.054 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).

Investors will always prefer to have the highest possible return on investment while minimizing volatility. STRATEGIC ASSET market risk premium is the additional return an investor will receive from holding STRATEGIC ASSET 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 STRATEGIC ASSET. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although STRATEGIC ASSET's alpha and beta are two of the key measurements used to evaluate STRATEGIC ASSET's performance over the market, the standard measures of volatility play an important role as well.