MASSMUTUAL Mutual Fund Alpha and Beta Analysis

MOGAX
 Fund
  

USD 8.95  0.04  0.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MASSMUTUAL RETIRESMART MODERATE. It also helps investors analyze the systematic and unsystematic risks associated with investing in MASSMUTUAL RETIRESMART over a specified time horizon. Remember, high MASSMUTUAL RETIRESMART'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.
Additionally, see MASSMUTUAL RETIRESMART Backtesting, Portfolio Optimization, MASSMUTUAL RETIRESMART Correlation, MASSMUTUAL RETIRESMART Hype Analysis, MASSMUTUAL RETIRESMART Volatility, MASSMUTUAL RETIRESMART History and analyze MASSMUTUAL RETIRESMART Performance.
  
Please note that although MASSMUTUAL RETIRESMART 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., NYSE Composite index.) So in this particular case, MASSMUTUAL RETIRESMART did 0.06  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 MASSMUTUAL RETIRESMART MODERATE fund's relative risk over its benchmark. MASSMUTUAL RETIRESMART has a beta of 0.72  . Let's try to break down what MASSMUTUAL's beta means in this case. As returns on the market increase, MASSMUTUAL RETIRESMART returns are expected to increase less than the market. However, during the bear market, the loss on holding MASSMUTUAL RETIRESMART will be expected to be smaller as well.
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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.

MASSMUTUAL RETIRESMART Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MASSMUTUAL RETIRESMART market risk premium is the additional return an investor will receive from holding MASSMUTUAL RETIRESMART 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 MASSMUTUAL RETIRESMART. 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 MASSMUTUAL RETIRESMART's performance over market.
α-0.06   β0.72
90 days against NYA

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

MASSMUTUAL RETIRESMART Market Price Analysis

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

MASSMUTUAL RETIRESMART Return and Market Media

The median price of MASSMUTUAL RETIRESMART for the period between Sat, Sep 3, 2022 and Fri, Dec 2, 2022 is 8.46 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 8.49, and mean deviation of 0.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

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

Build Portfolio with MASSMUTUAL RETIRESMART

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.

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Align your risk with return expectations

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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
Additionally, see MASSMUTUAL RETIRESMART Backtesting, Portfolio Optimization, MASSMUTUAL RETIRESMART Correlation, MASSMUTUAL RETIRESMART Hype Analysis, MASSMUTUAL RETIRESMART Volatility, MASSMUTUAL RETIRESMART History and analyze MASSMUTUAL RETIRESMART Performance. Note that the MASSMUTUAL RETIRESMART information on this page should be used as a complementary analysis to other MASSMUTUAL RETIRESMART's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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When running MASSMUTUAL RETIRESMART price analysis, check to measure MASSMUTUAL RETIRESMART's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MASSMUTUAL RETIRESMART is operating at the current time. Most of MASSMUTUAL RETIRESMART's value examination focuses on studying past and present price action to predict the probability of MASSMUTUAL RETIRESMART's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move MASSMUTUAL RETIRESMART's price. Additionally, you may evaluate how the addition of MASSMUTUAL RETIRESMART to your portfolios can decrease your overall portfolio volatility.
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MASSMUTUAL RETIRESMART technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of MASSMUTUAL RETIRESMART technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of MASSMUTUAL RETIRESMART trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...