Small Cap Value Alpha and Beta Analysis
| JSCAXDelisted Fund | USD 6.45 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 Small Cap Value. It also helps investors analyze the systematic and unsystematic risks associated with investing in Small Cap over a specified time horizon. Remember, high Small Cap'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 Small Cap's market risk premium analysis include:
Beta 0.33 | Alpha (1.27) | 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.
Small |
Small Cap Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Small Cap market risk premium is the additional return an investor will receive from holding Small Cap 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 Small Cap. 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 Small Cap's performance over market.| α | -1.27 | β | 0.33 |
Small Cap Fundamentals Vs Peers
Comparing Small Cap'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 Small Cap's direct or indirect competition across all of the common fundamentals between Small Cap and the related equities. This way, we can detect undervalued stocks with similar characteristics as Small Cap or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Small Cap's fundamental indicators could also be used in its relative valuation, which is a method of valuing Small Cap by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Small Cap to competition |
| Fundamentals | Small Cap | Peer Average |
| Price To Earning | 18.50 X | 6.53 X |
| Price To Book | 1.59 X | 0.74 X |
| Price To Sales | 0.93 X | 0.61 X |
| Annual Yield | 0 % | 0.29 % |
| Year To Date Return | 0.78 % | 0.39 % |
| One Year Return | (5.65) % | 4.15 % |
| Three Year Return | (0.46) % | 3.60 % |
Small Cap Opportunities
Small Cap Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Small Cap 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 Small or other funds. Alpha measures the amount that position in Small Cap Value 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 Small Cap 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, Small Cap's short interest history, or implied volatility extrapolated from Small Cap options trading.
Build Portfolio with Small Cap
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 Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Other Consideration for investing in Small Mutual Fund
If you are still planning to invest in Small Cap Value check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Small Cap's history and understand the potential risks before investing.
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