Sit Large Cap Fund Alpha and Beta Analysis
| SNIGX Fund | USD 87.27 0.03 0.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sit Large Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sit Large over a specified time horizon. Remember, high Sit Large'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 Sit Large's market risk premium analysis include:
Beta 0.71 | Alpha 0.0214 | Risk 0.88 | Sharpe Ratio 0.0434 | Expected Return 0.0382 |
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.
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Sit Large Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sit Large market risk premium is the additional return an investor will receive from holding Sit Large 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 Sit Large. 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 Sit Large's performance over market.| α | 0.02 | β | 0.71 |
Sit Large 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 Sit Large's Buy-and-hold return. Our buy-and-hold chart shows how Sit Large performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sit Large Market Price Analysis
Market price analysis indicators help investors to evaluate how Sit Large 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 Sit Large shares will generate the highest return on investment. By understating and applying Sit Large mutual fund market price indicators, traders can identify Sit Large position entry and exit signals to maximize returns.
Sit Large Return and Market Media
The median price of Sit Large for the period between Fri, Oct 31, 2025 and Thu, Jan 29, 2026 is 85.45 with a coefficient of variation of 1.82. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 85.38, and mean deviation of 1.23. The Fund received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Vanguard Funds, Others Are Issuing Capital Gains for 2025. This Is Gonna Hurt. - Barrons | 11/17/2025 |
2 | Vanguard Ends Ban on Crypto ETFs and Mutual Funds. You Can Invest Right Now. - Barrons | 12/02/2025 |
3 | Trump Cuts 2 Billion in Federal Funding for Mental Health and Substance Abuse Services - The New York Times | 01/14/2026 |
About Sit Large 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 Sit or other funds. Alpha measures the amount that position in Sit Large 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 Sit Large 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, Sit Large's short interest history, or implied volatility extrapolated from Sit Large options trading.
Build Portfolio with Sit Large
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
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Other Information on Investing in Sit Mutual Fund
Sit Large financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Large security.
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