Small Company Stock Fund Alpha and Beta Analysis

HSCSX Fund  USD 25.05  0.12  0.48%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Small Company Stock Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in Small-company Stock over a specified time horizon. Remember, high Small-company Stock'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 Small-company Stock's market risk premium analysis include:
Beta
0.82
Alpha
(0.21)
Risk
1.11
Sharpe Ratio
(0.25)
Expected Return
(0.27)
Please note that although Small-company Stock alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Small-company Stock did 0.21  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Small Company Stock Fund fund's relative risk over its benchmark. Small-company Stock has a beta of 0.82  . As returns on the market increase, Small-company Stock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Small-company Stock is expected to be smaller as well. .
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.
  
Check out Small-company Stock Backtesting, Portfolio Optimization, Small-company Stock Correlation, Small-company Stock Hype Analysis, Small-company Stock Volatility, Small-company Stock History and analyze Small-company Stock Performance.

Small-company Stock Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Small-company Stock market risk premium is the additional return an investor will receive from holding Small-company Stock 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 Small-company Stock. 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 Small-company Stock's performance over market.
α-0.21   β0.82
100%

Small-company Stock 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 Small-company Stock's Buy-and-hold return. Our buy-and-hold chart shows how Small-company Stock performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
100%

Small-company Stock Market Price Analysis

Market price analysis indicators help investors to evaluate how Small-company Stock 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 Small-company Stock shares will generate the highest return on investment. By understating and applying Small-company Stock mutual fund market price indicators, traders can identify Small-company Stock position entry and exit signals to maximize returns.

Small-company Stock Return and Market Media

The median price of Small-company Stock for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 26.88 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 27.3, and mean deviation of 1.1. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
JavaScript chart by amCharts 3.21.15Dec2025Feb -10-50
JavaScript chart by amCharts 3.21.15Small-company Stock Small-company Stock Dividend Benchmark Dow Jones Industrial
       Timeline  

About Small-company Stock 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 Small-company or other funds. Alpha measures the amount that position in Small-company Stock 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 Small-company Stock 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, Small-company Stock's short interest history, or implied volatility extrapolated from Small-company Stock options trading.

Build Portfolio with Small-company Stock

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Small-company Mutual Fund

Small-company Stock financial ratios help investors to determine whether Small-company 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 Small-company with respect to the benefits of owning Small-company Stock security.
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges

News Freq…Investor S…