Science Technology Fund Alpha and Beta Analysis
| USTCX Fund | USD 26.36 0.09 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Science Technology Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Science Technology over a specified time horizon. Remember, high Science Technology'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 Science Technology's market risk premium analysis include:
Beta 1 | Alpha (0.05) | Risk 1.49 | Sharpe Ratio 0.0722 | Expected Return 0.11 |
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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Science Technology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Science Technology market risk premium is the additional return an investor will receive from holding Science Technology 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 Science Technology. 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 Science Technology's performance over market.| α | -0.05 | β | 1.00 |
Science Technology 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 Science Technology's Buy-and-hold return. Our buy-and-hold chart shows how Science Technology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Science Technology Market Price Analysis
Market price analysis indicators help investors to evaluate how Science Technology 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 Science Technology shares will generate the highest return on investment. By understating and applying Science Technology mutual fund market price indicators, traders can identify Science Technology position entry and exit signals to maximize returns.
Science Technology Return and Market Media
The median price of Science Technology for the period between Mon, Jun 24, 2024 and Sun, Sep 22, 2024 is 25.47 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 25.24, and mean deviation of 0.61. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Science Technology 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 Science or other funds. Alpha measures the amount that position in Science Technology 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 Science Technology 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, Science Technology's short interest history, or implied volatility extrapolated from Science Technology options trading.
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Other Information on Investing in Science Mutual Fund
Science Technology financial ratios help investors to determine whether Science 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 Science with respect to the benefits of owning Science Technology security.
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