Baird Smallmid Cap Fund Alpha and Beta Analysis
| BSGIX Fund | USD 18.37 0.07 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Baird Smallmid Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Baird Small/mid over a specified time horizon. Remember, high Baird Small/mid'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 Baird Small/mid's market risk premium analysis include:
Beta 1.17 | Alpha 0.0637 | Risk 1.05 | Sharpe Ratio 0.22 | Expected Return 0.23 |
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.
Baird |
Baird Small/mid Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Baird Small/mid market risk premium is the additional return an investor will receive from holding Baird Small/mid 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 Baird Small/mid. 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 Baird Small/mid's performance over market.| α | 0.06 | β | 1.17 |
Baird Small/mid 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 Baird Small/mid's Buy-and-hold return. Our buy-and-hold chart shows how Baird Small/mid performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Baird Small/mid Market Price Analysis
Market price analysis indicators help investors to evaluate how Baird Small/mid 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 Baird Small/mid shares will generate the highest return on investment. By understating and applying Baird Small/mid mutual fund market price indicators, traders can identify Baird Small/mid position entry and exit signals to maximize returns.
Baird Small/mid Return and Market Media
The median price of Baird Small/mid for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 16.48 with a coefficient of variation of 4.52. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 16.61, and mean deviation of 0.57. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Baird Small/mid 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 Baird or other funds. Alpha measures the amount that position in Baird Smallmid Cap 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 Baird Small/mid 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, Baird Small/mid's short interest history, or implied volatility extrapolated from Baird Small/mid options trading.
Build Portfolio with Baird Small/mid
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 Baird Mutual Fund
Baird Small/mid financial ratios help investors to determine whether Baird 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 Baird with respect to the benefits of owning Baird Small/mid security.
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope |