Massmutual Select Fundamental Fund Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Massmutual Select Fundamental. It also helps investors analyze the systematic and unsystematic risks associated with investing in Massmutual Select over a specified time horizon. Remember, high Massmutual Select'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 Massmutual Select's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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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Massmutual Select Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Massmutual Select market risk premium is the additional return an investor will receive from holding Massmutual Select 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 Massmutual Select. 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 Massmutual Select's performance over market.| α | 0.00 | β | 0.00 |
Massmutual Select Fundamentals Vs Peers
Comparing Massmutual Select'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 Massmutual Select's direct or indirect competition across all of the common fundamentals between Massmutual Select and the related equities. This way, we can detect undervalued stocks with similar characteristics as Massmutual Select or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Massmutual Select's fundamental indicators could also be used in its relative valuation, which is a method of valuing Massmutual Select by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Massmutual Select to competition |
| Fundamentals | Massmutual Select | Peer Average |
| Price To Earning | 1.92 X | 6.53 X |
| Price To Book | 1.84 X | 0.74 X |
| Price To Sales | 1.84 X | 0.61 X |
| Annual Yield | 0.01 % | 0.29 % |
| Year To Date Return | 7.11 % | 0.39 % |
| One Year Return | 22.25 % | 4.15 % |
| Three Year Return | 7.74 % | 3.60 % |
Massmutual Select Opportunities
Massmutual Select Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Massmutual Select 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 Massmutual or other funds. Alpha measures the amount that position in Massmutual Select 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 Massmutual Select 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, Massmutual Select's short interest history, or implied volatility extrapolated from Massmutual Select options trading.
Build Portfolio with Massmutual Select
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Massmutual Select information on this page should be used as a complementary analysis to other Massmutual Select's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Massmutual Select 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.