SP 500 Index Alpha and Beta Analysis

GSPC -  USA Index  

 3,901  0.57  0.0146%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in SP 500 over a specified time horizon. Remember, high SP 500'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.
Check out SP 500 Backtesting, Portfolio Optimization, SP 500 Correlation, SP 500 Hype Analysis, SP 500 Volatility, SP 500 History and analyze SP 500 Performance.
  
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Please note that although SP 500 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 index.) So in this particular case, SP 500 did 0.00  better 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 SP 500 index's relative risk over its benchmark. SP 500 has a beta of 0.00  . Let's try to break down what SP 500's beta means in this case. The returns on DOW and SP 500 are completely uncorrelated.
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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.

SP 500 Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SP 500 market risk premium is the additional return an investor will receive from holding SP 500 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 SP 500. 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 SP 500's performance over market.
α0.00   β0.00
90 days against DJI

SP 500 Fundamentals

SP 500 Market Price Analysis

Market price analysis indicators help investors to evaluate how SP 500 index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP 500 shares will generate the highest return on investment. By understating and applying SP 500 index market price indicators, traders can identify SP 500 position entry and exit signals to maximize returns.

SP 500 Return and Market Media

The median price of SP 500 for the period between Mon, Feb 21, 2022 and Sun, May 22, 2022 is 4348.87 with a coefficient of variation of 4.45. The daily time series for the period is distributed with a sample standard deviation of 191.71, arithmetic mean of 4306.24, and mean deviation of 156.78. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About SP 500 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in SP 500 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.

SP 500 Investors Sentiment

The influence of SP 500's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SP 500. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 SP 500 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, SP 500's short interest history, or implied volatility extrapolated from SP 500 options trading.

Current Sentiment - GSPC

SP 500 Investor Sentiment

Virtually all of Macroaxis investors are at this time bullish on SP 500. What is your outlook on investing in USA companies? Are you bullish or bearish on SP 500?
Bullish
Bearish
98% Bullish
2% Bearish
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Check out SP 500 Backtesting, Portfolio Optimization, SP 500 Correlation, SP 500 Hype Analysis, SP 500 Volatility, SP 500 History and analyze SP 500 Performance. Note that the SP 500 information on this page should be used as a complementary analysis to other SP 500'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Other Tools for SP 500 Index

When running SP 500 price analysis, check to measure SP 500'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 SP 500 is operating at the current time. Most of SP 500's value examination focuses on studying past and present price action to predict the probability of SP 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SP 500's price. Additionally, you may evaluate how the addition of SP 500 to your portfolios can decrease your overall portfolio volatility.
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