FIDELITY Mutual Fund Alpha and Beta Analysis
| FBLTX Fund | USD 6.75 0.02 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FIDELITY SAI LONG TERM. It also helps investors analyze the systematic and unsystematic risks associated with investing in FIDELITY SAI over a specified time horizon. Remember, high FIDELITY SAI'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.
Beta 0.66 | Alpha (0.21) | Risk 1.01 | Sharpe Ratio (0.21) | Expected Return (0.21) |
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.
FIDELITY |
FIDELITY SAI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FIDELITY SAI market risk premium is the additional return an investor will receive from holding FIDELITY SAI 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 FIDELITY SAI. 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 FIDELITY SAI's performance over market.| α | -0.21 | β | 0.66 |
FIDELITY SAI 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 FIDELITY SAI's Buy-and-hold return. Our buy-and-hold chart shows how FIDELITY SAI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FIDELITY SAI Market Price Analysis
Market price analysis indicators help investors to evaluate how FIDELITY SAI 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 FIDELITY SAI shares will generate the highest return on investment. By understating and applying FIDELITY SAI mutual fund market price indicators, traders can identify FIDELITY SAI position entry and exit signals to maximize returns.
FIDELITY SAI Return and Market Media
The median price of FIDELITY SAI for the period between Sun, Jul 2, 2023 and Sat, Sep 30, 2023 is 7.27 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 7.34, and mean deviation of 0.24. The Fund received some media coverage during the period.About FIDELITY SAI 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 FIDELITY or other funds. Alpha measures the amount that position in FIDELITY SAI LONG-TERM 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 FIDELITY SAI 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, FIDELITY SAI's short interest history, or implied volatility extrapolated from FIDELITY SAI options trading.
Build Portfolio with FIDELITY SAI
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out FIDELITY SAI Backtesting, Portfolio Optimization, FIDELITY SAI Correlation, FIDELITY SAI Hype Analysis, FIDELITY SAI Volatility, FIDELITY SAI History and analyze FIDELITY SAI Performance. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for FIDELITY Mutual Fund analysis
When running FIDELITY SAI's price analysis, check to measure FIDELITY SAI'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 FIDELITY SAI is operating at the current time. Most of FIDELITY SAI's value examination focuses on studying past and present price action to predict the probability of FIDELITY SAI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FIDELITY SAI's price. Additionally, you may evaluate how the addition of FIDELITY SAI to your portfolios can decrease your overall portfolio volatility.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |
FIDELITY SAI 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.