Energy Basic Materials Fund Alpha and Beta Analysis
| SEPIX Fund | USD 13.10 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 Energy Basic Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Energy Basic over a specified time horizon. Remember, high Energy Basic'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 Energy Basic's market risk premium analysis include:
Beta (0.18) | Alpha (0.03) | Risk 0.65 | Sharpe Ratio 0.0011 | Expected Return 0.0007 |
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.
Energy |
Energy Basic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Energy Basic market risk premium is the additional return an investor will receive from holding Energy Basic 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 Energy Basic. 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 Energy Basic's performance over market.| α | -0.03 | β | -0.18 |
Energy Basic Fundamentals Vs Peers
Comparing Energy Basic'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 Energy Basic's direct or indirect competition across all of the common fundamentals between Energy Basic and the related equities. This way, we can detect undervalued stocks with similar characteristics as Energy Basic or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Energy Basic's fundamental indicators could also be used in its relative valuation, which is a method of valuing Energy Basic by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Energy Basic to competition |
| Fundamentals | Energy Basic | Peer Average |
| Price To Earning | 20.90 X | 6.53 X |
| Price To Book | 1.41 X | 0.74 X |
| Price To Sales | 0.99 X | 0.61 X |
| Annual Yield | 0.01 % | 0.29 % |
| Year To Date Return | 5.33 % | 0.39 % |
| One Year Return | 3.70 % | 4.15 % |
| Three Year Return | 2.70 % | 3.60 % |
Energy Basic Opportunities
Energy Basic Return and Market Media
The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Is EPIX stock a contrarian buy - Weekly Stock Recap Reliable Momentum Entry Alerts - ulpravda.ru | 12/19/2025 |
About Energy Basic 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 Energy or other funds. Alpha measures the amount that position in Energy Basic Materials 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 Energy Basic 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, Energy Basic's short interest history, or implied volatility extrapolated from Energy Basic options trading.
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Other Information on Investing in Energy Mutual Fund
Energy Basic financial ratios help investors to determine whether Energy 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 Energy with respect to the benefits of owning Energy Basic security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |