Total Stock Market Fund Alpha and Beta Analysis
| UTSTX Fund | USD 16.09 0.34 2.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Total Stock Market. It also helps investors analyze the systematic and unsystematic risks associated with investing in Total Us over a specified time horizon. Remember, high Total Us' 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 Total Us' market risk premium analysis include:
Beta 0.81 | Alpha (0.04) | Risk 0.76 | Sharpe Ratio 0.048 | Expected Return 0.0362 |
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.
Total |
Total Us Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Total Us market risk premium is the additional return an investor will receive from holding Total Us 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 Total Us. 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 Total Us' performance over market.| α | -0.04 | β | 0.81 |
Total Us 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 Total Us' Buy-and-hold return. Our buy-and-hold chart shows how Total Us performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Total Us Market Price Analysis
Market price analysis indicators help investors to evaluate how Total Us 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 Total Us shares will generate the highest return on investment. By understating and applying Total Us mutual fund market price indicators, traders can identify Total Us position entry and exit signals to maximize returns.
Total Us Return and Market Media
The median price of Total Us for the period between Mon, Nov 10, 2025 and Sun, Feb 8, 2026 is 15.86 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 15.84, and mean deviation of 0.2. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Vanguard to Offer Target-Date Funds That Contain Annuities - Barrons | 12/03/2025 |
About Total Us 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 Total or other funds. Alpha measures the amount that position in Total Stock Market 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 Total Us 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, Total Us' short interest history, or implied volatility extrapolated from Total Us options trading.
Build Portfolio with Total Us
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 Total Mutual Fund
Total Us financial ratios help investors to determine whether Total 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 Total with respect to the benefits of owning Total Us security.
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |