Small Capitalization Portfolio Fund Alpha and Beta Analysis

SSCYX Fund  USD 6.33  0.05  0.78%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Small Capitalization Portfolio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Small Capitalization over a specified time horizon. Remember, high Small Capitalization'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 Small Capitalization's market risk premium analysis include:
Beta
1.76
Alpha
(0.03)
Risk
1.35
Sharpe Ratio
0.0796
Expected Return
0.11
Please note that although Small Capitalization 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, Small Capitalization did 0.03  worse 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 Small Capitalization Portfolio fund's relative risk over its benchmark. Small Capitalization has a beta of 1.76  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Small Capitalization will likely underperform. .
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 Small Capitalization Backtesting, Portfolio Optimization, Small Capitalization Correlation, Small Capitalization Hype Analysis, Small Capitalization Volatility, Small Capitalization History and analyze Small Capitalization Performance.

Small Capitalization Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Small Capitalization market risk premium is the additional return an investor will receive from holding Small Capitalization 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 Small Capitalization. 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 Small Capitalization's performance over market.
α-0.03   β1.76

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

Small Capitalization Market Price Analysis

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

Small Capitalization Return and Market Media

The median price of Small Capitalization for the period between Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 6.0 with a coefficient of variation of 4.26. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 6.08, and mean deviation of 0.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

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Complementary Tools for Small Mutual Fund analysis

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