Sa Mkt Fd Fund Alpha and Beta Analysis

SAMKX Fund  USD 37.82  0.22  0.59%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sa Mkt Fd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sa Us over a specified time horizon. Remember, high Sa Us' 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 Sa Us' market risk premium analysis include:
Beta
0.0258
Alpha
0.18
Risk
0.67
Sharpe Ratio
0.28
Expected Return
0.19
Please note that although Sa Us 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 Jones Industrial index.) So in this particular case, Sa Us did 0.18  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 Sa Mkt Fd fund's relative risk over its benchmark. Sa Mkt Fd has a beta of 0.03  . As returns on the market increase, Sa Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Us is expected to be smaller as well. .
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 Sa Us Backtesting, Portfolio Optimization, Sa Us Correlation, Sa Us Hype Analysis, Sa Us Volatility, Sa Us History and analyze Sa Us Performance.

Sa Us Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sa Us market risk premium is the additional return an investor will receive from holding Sa Us 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 Sa Us. 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 Sa Us' performance over market.
α0.18   β0.03

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

Sa Us Market Price Analysis

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

Sa Us Return and Market Media

 Price Growth (%)  
       Timeline  

About Sa Us 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 SAMKX or other funds. Alpha measures the amount that position in Sa Mkt Fd 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 Sa Us 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, Sa Us' short interest history, or implied volatility extrapolated from Sa Us options trading.

Build Portfolio with Sa Us

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

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

Other Information on Investing in SAMKX Mutual Fund

Sa Us financial ratios help investors to determine whether SAMKX Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SAMKX with respect to the benefits of owning Sa Us security.
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon