Stadion Tactical Defensive Fund Alpha and Beta Analysis
| ETFRX Fund | USD 18.26 0.09 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stadion Tactical Defensive. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stadion Tactical over a specified time horizon. Remember, high Stadion Tactical'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 Stadion Tactical's market risk premium analysis include:
Beta 0.032 | Alpha 0.0155 | Risk 0.72 | Sharpe Ratio 0.0406 | Expected Return 0.0293 |
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.
Stadion |
Stadion Tactical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stadion Tactical market risk premium is the additional return an investor will receive from holding Stadion Tactical 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 Stadion Tactical. 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 Stadion Tactical's performance over market.| α | 0.02 | β | 0.03 |
Stadion Tactical 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 Stadion Tactical's Buy-and-hold return. Our buy-and-hold chart shows how Stadion Tactical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stadion Tactical Market Price Analysis
Market price analysis indicators help investors to evaluate how Stadion Tactical 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 Stadion Tactical shares will generate the highest return on investment. By understating and applying Stadion Tactical mutual fund market price indicators, traders can identify Stadion Tactical position entry and exit signals to maximize returns.
Stadion Tactical Return and Market Media
The median price of Stadion Tactical for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 17.91 with a coefficient of variation of 1.47. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 17.88, and mean deviation of 0.2. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Stadion Tactical 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 Stadion or other funds. Alpha measures the amount that position in Stadion Tactical Def 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 Stadion Tactical 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, Stadion Tactical's short interest history, or implied volatility extrapolated from Stadion Tactical options trading.
Build Portfolio with Stadion Tactical
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 Stadion Mutual Fund
Stadion Tactical financial ratios help investors to determine whether Stadion 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 Stadion with respect to the benefits of owning Stadion Tactical security.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges |