Money-Market Account
It typically pays more than a savings account, but it's still FDIC insured so your money is very safe here.
CD
You can sometimes find better rates when investing into a CD as compared to the money-market account, but you would lose liquidity since you have to commit your money into a Certificate of Deposit for a period anywhere from 1-month to 5-years. It is also FDIC insured up to a $100,000.
Bonds
These vary in rates and risk from 5% Treasury Department-backed bonds to 15% risky junk bonds. You have to your research and also consider where the interest rates are moving.
Mutual Funds
This is definitely a broad category, since you can invest into bond or stock funds, not to mention all hundreds of different variations and flavors of the day. They are as risky as stocks/bonds they invest in, so you should look at what the fund's strategy is and how they have performed so far. You should also look at the individual manager's track record since management periodically changes and the fund's performance may also change with the new manager. For most people though, an index-tracking fund may be the best bet: don't have to worry about managers, pay lowest fees possible and you will never underperform the market! Of course, you will not beat it either. :)
Directly Into Stocks
Do your research, read good investing books (such as those explaining Warren Buffett's value investing approach). If you have a well-researched concentrated portfolio, you have a good chance of outperfoming the overall stock market. As long as you don't plan on pulling out from the stock market for at least 10 years or so, your risks are fairly minimal, especially if you do your research.
Loan Money
Nowadays anyone can loan money to other people. Ever wanted to become a loan shark? On prosper.com you can lend other people money at interest rates ranging from 9% to 30% depending on the credit history. There is definitely plenty of risk here as the default rates are not yet very predictable given that site has been around for less than two years and doesn't have extensive statistics. Worth considering it though.
Options
If you're pretty certain where the stock of a particular company will go, up or down, within the next 6- or 12-months, this would your choice of investment than buying stock. Here you have a lot more leverage, so you need to put much less cash to get the same return you would get if you'd have invest into the actual shares. And, of course, you can lose much more money because of this as well. With options, everything is magnified, be it gains or losses.
Foreign Currency
You can trade major world currencies 24/7, literally. If you either understand technical charting and want to trade constantly, or you've got an excellent grip on the global economic trends, then ForEx is for you! Hey, that's how George Soros made one cool billion some years back when British Pound tanked. Think you can beat George?
Commodities
Invest into pork, poultry, gold, silver, oil, aluminum, etc. You feel there is a demand rising in any of such commodities or maybe you think some markets are overheated now? This is where you'll make your money then. Beware of sharp market drops though, all commodities are very cyclical.
Angel Investing
Don't even think about this unless you have a ton of money. And I mean well over a million in cash. Angel investors are basically regular people (although slightly poverty-challenged) who invest into start-up businesses. Their investments vary from $50,000 to $1,000,000 into a company and may have to invest additional capital into the same company if it's failing, but they see further potential. The challenge here is that they invest into companies with no track record, no established customer base, basically, it's a huge risk - vast majority of small businesses fail within the first three years. Even if the company is successful, investors aren't likey to see any returns for three to five years until a larger company buys it or it goes public as an IPO. To mitigate the risk somewhat they often invest as a group of 20-100 investors, but there are usually no more than a handful investors in any particular company. As glamorous as investing into a startup company might seem, fact of the matter is that most of the companies don't have a good business model, have inexperienced management, and runs out of cash before it can prove the benefits of its products.
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