SVSPX Mutual Fund Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SSGA SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in SSGA SP over a specified time horizon. Remember, high SSGA SP'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.
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Please note that although SSGA SP 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, SSGA SP did 0.00  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 SSGA SP 500 fund's relative risk over its benchmark. SSGA SP 500 has a beta of 0.00  . Let's try to break down what SVSPX's beta means in this case. The returns on DOW and SSGA SP are completely uncorrelated.
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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.

SSGA SP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SSGA SP market risk premium is the additional return an investor will receive from holding SSGA SP 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 SSGA SP. 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 SSGA SP's performance over market.
α0.00   β0.00
90 days against DJI

SSGA SP Investors Sentiment

The influence of SSGA SP'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 SVSPX. 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.
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 SSGA SP 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, SSGA SP's short interest history, or implied volatility extrapolated from SSGA SP options trading.

Current Sentiment - SVSPX

SSGA SP 500 Investor Sentiment

Most of Macroaxis users are at this time bullish on SSGA SP 500. What is your outlook on investing in SSGA SP 500? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

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Check out World Market Map. Note that the SSGA SP 500 information on this page should be used as a complementary analysis to other SSGA SP'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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Other Tools for SVSPX Mutual Fund

When running SSGA SP 500 price analysis, check to measure SSGA SP'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 SSGA SP is operating at the current time. Most of SSGA SP's value examination focuses on studying past and present price action to predict the probability of SSGA SP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SSGA SP's price. Additionally, you may evaluate how the addition of SSGA SP to your portfolios can decrease your overall portfolio volatility.
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