Salient International Real Fund Alpha and Beta Analysis
| KIRYX Fund | USD 12.20 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Salient International Real. It also helps investors analyze the systematic and unsystematic risks associated with investing in Salient International over a specified time horizon. Remember, high Salient International'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 Salient International's market risk premium analysis include:
Beta (0.05) | Alpha (0.08) | Risk 0.76 | Sharpe Ratio (0.09) | Expected Return (0.07) |
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.
Salient |
Salient International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Salient International market risk premium is the additional return an investor will receive from holding Salient International 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 Salient International. 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 Salient International's performance over market.| α | -0.08 | β | -0.05 |
Salient International Fundamentals Vs Peers
Comparing Salient International's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Salient International's direct or indirect competition across all of the common fundamentals between Salient International and the related equities. This way, we can detect undervalued stocks with similar characteristics as Salient International or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Salient International's fundamental indicators could also be used in its relative valuation, which is a method of valuing Salient International by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Salient International to competition |
| Fundamentals | Salient International | Peer Average |
| Price To Earning | 14.74 X | 6.53 X |
| Price To Book | 0.77 X | 0.74 X |
| Price To Sales | 3.05 X | 0.61 X |
| Annual Yield | 0.03 % | 0.29 % |
| Year To Date Return | 2.76 % | 0.39 % |
| One Year Return | 3.97 % | 4.15 % |
| Three Year Return | (3.05) % | 3.60 % |
Salient International Opportunities
Salient International Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Salient International 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 Salient or other funds. Alpha measures the amount that position in Salient International 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 Salient International 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, Salient International's short interest history, or implied volatility extrapolated from Salient International options trading.
Build Portfolio with Salient International
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
Other Information on Investing in Salient Mutual Fund
Salient International financial ratios help investors to determine whether Salient 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 Salient with respect to the benefits of owning Salient International security.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. |