Fidelity Mutual Fund Alpha and Beta Analysis

FXAIX -  USA Fund  

USD 153.18  0.36  0.23%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fidelity 500 Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fidelity 500 over a specified time horizon. Remember, high Fidelity 500'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.
Please check Fidelity 500 Backtesting, Portfolio Optimization, Fidelity 500 Correlation, Fidelity 500 Hype Analysis, Fidelity 500 Volatility, Fidelity 500 History and analyze Fidelity 500 Performance.

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Please note that although Fidelity 500 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., DOW index.) So in this particular case, Fidelity 500 did 0.1  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 Fidelity 500 Index fund's relative risk over its benchmark. Fidelity 500 Index has a beta of 0.0325  . Let's try to break down what Fidelity's beta means in this case. As returns on the market increase, returns on owning Fidelity 500 are expected to decrease at a much lower rate. During the bear market, Fidelity 500 is likely to outperform the market.
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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 500 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fidelity 500 market risk premium is the additional return an investor will receive from holding Fidelity 500 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 500. 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 500's performance over market.
α0.1   β-0.03
90 days against DJI

Fidelity 500 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 500's Buy-and-hold return. Our buy-and-hold chart shows how Fidelity 500 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Fidelity 500 Market Price Analysis

Market price analysis indicators help investors to evaluate how Fidelity 500 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 500 shares will generate the highest return on investment. By understating and applying Fidelity 500 mutual fund market price indicators, traders can identify Fidelity 500 position entry and exit signals to maximize returns.

Fidelity 500 Return and Market Media

The median price of Fidelity 500 for the period between Thu, Apr 29, 2021 and Wed, Jul 28, 2021 is 147.0 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 2.8, arithmetic mean of 147.37, and mean deviation of 2.3. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
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About Fidelity 500 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Fidelity 500 Index 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.

Fidelity 500 Investors Sentiment

The influence of Fidelity 500's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Fidelity. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - FXAIX

Fidelity 500 Index Investor Sentiment

Most of Macroaxis users are currently bullish on Fidelity 500 Index. What is your opinion about investing in Fidelity 500 Index? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Build Portfolio with Fidelity 500

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Fidelity 500 Backtesting, Portfolio Optimization, Fidelity 500 Correlation, Fidelity 500 Hype Analysis, Fidelity 500 Volatility, Fidelity 500 History and analyze Fidelity 500 Performance. Note that the Fidelity 500 Index information on this page should be used as a complementary analysis to other Fidelity 500's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Fidelity Mutual Fund analysis

When running Fidelity 500 Index price analysis, check to measure Fidelity 500'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 500 is operating at the current time. Most of Fidelity 500's value examination focuses on studying past and present price action to predict the probability of Fidelity 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fidelity 500's price. Additionally, you may evaluate how the addition of Fidelity 500 to your portfolios can decrease your overall portfolio volatility.
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Fidelity 500 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, stock market cycles, or different charting patterns.
A focus of Fidelity 500 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fidelity 500 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...