Fidelity Global Small Mid Fund Alpha and Beta Analysis
| FGSM Fund | 10.33 0.02 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fidelity Global Small Mid. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fidelity Global over a specified time horizon. Remember, high Fidelity Global'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 Fidelity Global's market risk premium analysis include:
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.
Fidelity |
Fidelity Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fidelity Global market risk premium is the additional return an investor will receive from holding Fidelity Global 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 Fidelity Global. 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 Fidelity Global's performance over market.| α | 0.03 | β | 0.29 |
Fidelity Global Return and Market Media
The median price of Fidelity Global for the period between Mon, Oct 13, 2025 and Sun, Jan 11, 2026 is 10.11 with a coefficient of variation of 1.89. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 10.13, and mean deviation of 0.13. The Fund received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Fidelity Investments Canada expands investment lineup with global small-mid cap strategy and its first multi-strategy liquid alternative fund - The Globe and Ma... | 10/15/2025 |
2 | Market month Fund news and updates - The Globe and Mail | 11/06/2025 |
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 Fidelity Global 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, Fidelity Global's short interest history, or implied volatility extrapolated from Fidelity Global options trading.
Build Portfolio with Fidelity Global
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
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |