Strategic Allocation Moderate Fund Alpha and Beta Analysis

ASMUX Fund  USD 6.32  0.01  0.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Strategic Allocation Moderate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Strategic Allocation over a specified time horizon. Remember, high Strategic Allocation'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 Strategic Allocation's market risk premium analysis include:
Beta
(0.05)
Alpha
0.0948
Risk
0.46
Sharpe Ratio
0.17
Expected Return
0.0766
Please note that although Strategic Allocation 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, Strategic Allocation did 0.09  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 Strategic Allocation Moderate fund's relative risk over its benchmark. Strategic Allocation has a beta of 0.05  . As returns on the market increase, returns on owning Strategic Allocation are expected to decrease at a much lower rate. During the bear market, Strategic Allocation 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 Strategic Allocation Backtesting, Portfolio Optimization, Strategic Allocation Correlation, Strategic Allocation Hype Analysis, Strategic Allocation Volatility, Strategic Allocation History and analyze Strategic Allocation Performance.

Strategic Allocation Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Strategic Allocation market risk premium is the additional return an investor will receive from holding Strategic Allocation 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 Allocation. 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 Strategic Allocation's performance over market.
α0.09   β-0.05

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

Strategic Allocation Market Price Analysis

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

Strategic Allocation Return and Market Media

The median price of Strategic Allocation for the period between Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 6.14 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 6.16, and mean deviation of 0.09. The Fund received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
The Morality of Capitalism - Foundation for Economic Education
02/16/2024

About Strategic Allocation 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 Strategic or other funds. Alpha measures the amount that position in Strategic Allocation 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 Strategic Allocation 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, Strategic Allocation's short interest history, or implied volatility extrapolated from Strategic Allocation options trading.

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When running Strategic Allocation's price analysis, check to measure Strategic Allocation'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 Strategic Allocation is operating at the current time. Most of Strategic Allocation's value examination focuses on studying past and present price action to predict the probability of Strategic Allocation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Strategic Allocation's price. Additionally, you may evaluate how the addition of Strategic Allocation to your portfolios can decrease your overall portfolio volatility.
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Strategic Allocation 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 Strategic Allocation technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Strategic Allocation 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...