Salient Tactical Plus Fund Alpha and Beta Analysis
| SBTCX Fund | USD 10.13 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 Tactical Plus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Salient Tactical over a specified time horizon. Remember, high Salient Tactical'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 Tactical's market risk premium analysis include:
Beta 0.0144 | Alpha (0) | Risk 0.26 | Sharpe Ratio (0.15) | Expected Return (0.04) |
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 Tactical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Salient Tactical market risk premium is the additional return an investor will receive from holding Salient Tactical 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 Tactical. 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 Tactical's performance over market.| α | -0.0034 | β | 0.01 |
Salient Tactical Fundamentals Vs Peers
Comparing Salient Tactical'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 Tactical's direct or indirect competition across all of the common fundamentals between Salient Tactical and the related equities. This way, we can detect undervalued stocks with similar characteristics as Salient Tactical or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Salient Tactical's fundamental indicators could also be used in its relative valuation, which is a method of valuing Salient Tactical by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Salient Tactical to competition |
| Fundamentals | Salient Tactical | Peer Average |
| Annual Yield | 0.03 % | 0.29 % |
| Year To Date Return | 0.20 % | 0.39 % |
| One Year Return | 1.73 % | 4.15 % |
| Three Year Return | 0.95 % | 3.60 % |
| Five Year Return | 1.90 % | 3.24 % |
| Net Asset | 74.23 M | 4.11 B |
| Minimum Initial Investment | 2.5 K | 976.16 K |
Salient Tactical Opportunities
Salient Tactical Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Salient Tactical 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 Tactical Plus 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 Tactical 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 Tactical's short interest history, or implied volatility extrapolated from Salient Tactical options trading.
Build Portfolio with Salient Tactical
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 Tactical 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 Tactical security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency |