Small Pany Value Fund Alpha and Beta Analysis

DTSVX Fund  USD 29.40  0.01  0.03%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Small Pany Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Small Pany over a specified time horizon. Remember, high Small Pany'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 Pany's market risk premium analysis include:
Beta
0.21
Alpha
0.15
Risk
1.27
Sharpe Ratio
0.11
Expected Return
0.14
Please note that although Small Pany 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, Small Pany did 0.15  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 Small Pany Value fund's relative risk over its benchmark. Small Pany Value has a beta of 0.21  . As returns on the market increase, Small Pany's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small Pany 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 Small Pany Backtesting, Portfolio Optimization, Small Pany Correlation, Small Pany Hype Analysis, Small Pany Volatility, Small Pany History and analyze Small Pany Performance.

Small Pany Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Small Pany market risk premium is the additional return an investor will receive from holding Small Pany 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 Pany. 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 Pany's performance over market.
α0.15   β0.21

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

Small Pany Market Price Analysis

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

Small Pany Return and Market Media

The median price of Small Pany for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 27.77 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 1.1, arithmetic mean of 28.21, and mean deviation of 0.96. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Small Pany 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 Pany Value 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 Pany 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 Pany's short interest history, or implied volatility extrapolated from Small Pany options trading.

Build Portfolio with Small Pany

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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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

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