Sentinel Mon Stock Fund Alpha and Beta Analysis
| SCRLX Fund | USD 73.32 0.14 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sentinel Mon Stock. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sentinel Mon over a specified time horizon. Remember, high Sentinel Mon'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 Sentinel Mon's market risk premium analysis include:
Beta (0.03) | Alpha 0.0995 | Risk 0.61 | Sharpe Ratio 0.13 | Expected Return 0.0813 |
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.
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Sentinel Mon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sentinel Mon market risk premium is the additional return an investor will receive from holding Sentinel Mon 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 Sentinel Mon. 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 Sentinel Mon's performance over market.| α | 0.1 | β | -0.03 |
Sentinel Mon 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 Sentinel Mon's Buy-and-hold return. Our buy-and-hold chart shows how Sentinel Mon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sentinel Mon Market Price Analysis
Market price analysis indicators help investors to evaluate how Sentinel Mon 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 Sentinel Mon shares will generate the highest return on investment. By understating and applying Sentinel Mon mutual fund market price indicators, traders can identify Sentinel Mon position entry and exit signals to maximize returns.
Sentinel Mon Return and Market Media
The median price of Sentinel Mon for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 71.19 with a coefficient of variation of 2.19. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 71.31, and mean deviation of 1.33. The Fund received substential amount of media coverage during this period. Price Growth (%) |
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About Sentinel Mon 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 Sentinel or other funds. Alpha measures the amount that position in Sentinel Mon Stock 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 Sentinel Mon 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, Sentinel Mon's short interest history, or implied volatility extrapolated from Sentinel Mon options trading.
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Other Information on Investing in Sentinel Mutual Fund
Sentinel Mon financial ratios help investors to determine whether Sentinel 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 Sentinel with respect to the benefits of owning Sentinel Mon security.
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