Consumer Finance Portfolio Fund Alpha and Beta Analysis
| FSVLX Fund | USD 16.00 0.34 2.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Consumer Finance Portfolio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Consumer Finance over a specified time horizon. Remember, high Consumer Finance'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 Consumer Finance's market risk premium analysis include:
Beta 1.31 | Alpha (0.06) | Risk 1.01 | Sharpe Ratio (0.04) | 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.
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Consumer Finance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Consumer Finance market risk premium is the additional return an investor will receive from holding Consumer Finance 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 Consumer Finance. 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 Consumer Finance's performance over market.| α | -0.06 | β | 1.31 |
Consumer Finance 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 Consumer Finance's Buy-and-hold return. Our buy-and-hold chart shows how Consumer Finance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Consumer Finance Market Price Analysis
Market price analysis indicators help investors to evaluate how Consumer Finance 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 Consumer Finance shares will generate the highest return on investment. By understating and applying Consumer Finance mutual fund market price indicators, traders can identify Consumer Finance position entry and exit signals to maximize returns.
Consumer Finance Return and Market Media
The median price of Consumer Finance for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 16.87 with a coefficient of variation of 2.16. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 16.82, and mean deviation of 0.31. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | 3 Solid Financial Funds to Buy on Signs of Delay in Rate Cuts - Yahoo Finance | 03/12/2024 |
2 | Is Fidelity Select FinTech Portfolio a Strong Mutual Fund Pick Right Now - Yahoo Finance | 03/26/2024 |
About Consumer Finance 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 Consumer or other funds. Alpha measures the amount that position in Consumer Finance Por 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 Consumer Finance 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, Consumer Finance's short interest history, or implied volatility extrapolated from Consumer Finance options trading.
Build Portfolio with Consumer Finance
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
Check out Consumer Finance Backtesting, Portfolio Optimization, Consumer Finance Correlation, Consumer Finance Hype Analysis, Consumer Finance Volatility, Consumer Finance History and analyze Consumer Finance Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Consumer Finance technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.