Short Term Investment Trust Alpha and Beta Analysis
| SRIXXDelisted Fund | USD 1.00 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 Short Term Investment Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Short Term over a specified time horizon. Remember, high Short Term'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 Short Term's market risk premium analysis include:
Beta (0.01) | Alpha 0.007155 | 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.
Short |
Short Term Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Short Term market risk premium is the additional return an investor will receive from holding Short Term 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 Short Term. 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 Short Term's performance over market.| α | 0.01 | β | -0.01 |
Short Term Fundamentals Vs Peers
Comparing Short Term'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 Short Term's direct or indirect competition across all of the common fundamentals between Short Term and the related equities. This way, we can detect undervalued stocks with similar characteristics as Short Term or determine the money market funds which would be an excellent addition to an existing portfolio. Peer analysis of Short Term's fundamental indicators could also be used in its relative valuation, which is a method of valuing Short Term by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Short Term to competition |
| Fundamentals | Short Term | Peer Average |
| Annual Yield | 0.05 % | 0.29 % |
| Net Asset | 296.24 M | 4.11 B |
Short Term Opportunities
Short Term Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Short Term 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 Short or other funds. Alpha measures the amount that position in Short Term Investment 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 Short Term 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, Short Term's short interest history, or implied volatility extrapolated from Short Term options trading.
Build Portfolio with Short Term
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as signals in interest. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Other Consideration for investing in Short Money Market Fund
If you are still planning to invest in Short Term Investment 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 Short Term's history and understand the potential risks before investing.
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |