Ridgeworth Seix Porate Fund Alpha and Beta Analysis
| STIFX Fund | USD 7.53 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 Ridgeworth Seix Porate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ridgeworth Seix over a specified time horizon. Remember, high Ridgeworth Seix'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 Ridgeworth Seix's market risk premium analysis include:
Beta (0.02) | Alpha 0.008907 | Risk 0.31 | Sharpe Ratio 0.0779 | Expected Return 0.024 |
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.
Ridgeworth |
Ridgeworth Seix Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ridgeworth Seix market risk premium is the additional return an investor will receive from holding Ridgeworth Seix 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 Ridgeworth Seix. 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 Ridgeworth Seix's performance over market.| α | 0.01 | β | -0.02 |
Ridgeworth Seix Fundamentals Vs Peers
Comparing Ridgeworth Seix'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 Ridgeworth Seix's direct or indirect competition across all of the common fundamentals between Ridgeworth Seix and the related equities. This way, we can detect undervalued stocks with similar characteristics as Ridgeworth Seix or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Ridgeworth Seix's fundamental indicators could also be used in its relative valuation, which is a method of valuing Ridgeworth Seix by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Ridgeworth Seix to competition |
| Fundamentals | Ridgeworth Seix | Peer Average |
| Annual Yield | 0 % | 0.29 % |
| Year To Date Return | 3.18 % | 0.39 % |
| One Year Return | 3.00 % | 4.15 % |
| Three Year Return | (3.65) % | 3.60 % |
| Five Year Return | 0.28 % | 3.24 % |
| Ten Year Return | 4.55 % | 1.79 % |
| Net Asset | 47.01 M | 4.11 B |
Ridgeworth Seix Opportunities
Ridgeworth Seix Return and Market Media
The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Ridgeworth Seix 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 Ridgeworth or other funds. Alpha measures the amount that position in Ridgeworth Seix Porate 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 Ridgeworth Seix 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, Ridgeworth Seix's short interest history, or implied volatility extrapolated from Ridgeworth Seix options trading.
Build Portfolio with Ridgeworth Seix
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
Other Information on Investing in Ridgeworth Mutual Fund
Ridgeworth Seix financial ratios help investors to determine whether Ridgeworth 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 Ridgeworth with respect to the benefits of owning Ridgeworth Seix security.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |