Fidelity Disciplined Equity Fund Alpha and Beta Analysis
| FDEKX Fund | USD 68.16 0.23 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fidelity Disciplined Equity. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fidelity Disciplined over a specified time horizon. Remember, high Fidelity Disciplined'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 Fidelity Disciplined's market risk premium analysis include:
Beta 0.31 | Alpha (0.08) | Risk 1.43 | Sharpe Ratio (0.07) | 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.
Fidelity |
Fidelity Disciplined Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fidelity Disciplined market risk premium is the additional return an investor will receive from holding Fidelity Disciplined 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 Fidelity Disciplined. 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 Fidelity Disciplined's performance over market.| α | -0.08 | β | 0.31 |
Fidelity Disciplined 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 Fidelity Disciplined's Buy-and-hold return. Our buy-and-hold chart shows how Fidelity Disciplined performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fidelity Disciplined Market Price Analysis
Market price analysis indicators help investors to evaluate how Fidelity Disciplined 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 Fidelity Disciplined shares will generate the highest return on investment. By understating and applying Fidelity Disciplined mutual fund market price indicators, traders can identify Fidelity Disciplined position entry and exit signals to maximize returns.
Fidelity Disciplined Return and Market Media
The median price of Fidelity Disciplined for the period between Sat, Oct 12, 2024 and Fri, Jan 10, 2025 is 72.74 with a coefficient of variation of 3.86. The daily time series for the period is distributed with a sample standard deviation of 2.79, arithmetic mean of 72.28, and mean deviation of 2.29. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | UPDATE St. Petersburg City Council approves, rescinds funds to repair Tropicana Fields roof - DRaysBay | 11/21/2024 |
About Fidelity Disciplined 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 Fidelity or other funds. Alpha measures the amount that position in Fidelity Disciplined 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 Fidelity Disciplined 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, Fidelity Disciplined's short interest history, or implied volatility extrapolated from Fidelity Disciplined options trading.
Build Portfolio with Fidelity Disciplined
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
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Other Information on Investing in Fidelity Mutual Fund
Fidelity Disciplined financial ratios help investors to determine whether Fidelity 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 Fidelity with respect to the benefits of owning Fidelity Disciplined security.
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