Frost Kempner Competition

Mutual Funds USA . 
Fund . Frost Kempner Treasury
FIKTX Fund  USD 8.46  0.01  0.12%   
Frost Kempner Treasury competes with SPACE, Bayview Acquisition, Ampleforth, Ionet, and Eureka Acquisition; as well as few others. The fund is listed under Short-Term Bond category and is part of Fidelity Investments family. Analyzing Frost Kempner competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Frost Kempner to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Frost Kempner Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Frost Kempner competition on your existing holdings.
  
Specify up to 10 symbols:
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frost Kempner's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
8.358.468.57
Details
Intrinsic
Valuation
LowRealHigh
7.677.789.31
Details
Naive
Forecast
LowNextHigh
8.348.468.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.428.448.46
Details

Frost Kempner Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Frost Kempner and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Frost and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Frost Kempner Treasury does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
IO
+ 0.9
ID
KOD
+ 0.87
ID
MEME
+ 0.83
ID
KOD
+ 0.79
IO
MEME
+ 0.75
KOD
MEME
+ 0.74
IO
  
High negative correlations   
KIN
- 0.7
BAYAR
KIN
- 0.68
BAYAU
KOD
- 0.66
KIN
MEME
- 0.58
KIN
KIN
- 0.5
ID
EMBC
- 0.46
BAYAU

Risk-Adjusted Indicators

There is a big difference between Frost Mutual Fund performing well and Frost Kempner Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Frost Kempner's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
ID  3.84  0.90  0.16  1.45  3.99 
(5.08)
 7.89 
(6.67)
 20.54 
BAYAU  0.15  0.04 (0.18)(0.34) 0.00 
(1.26)
 0.10 
(0.19)
 4.63 
BAYAR  6.24  0.68  0.04  0.61  7.62 
(16.72)
 20.00 
(17.39)
 84.91 
AMPL  4.39  0.56  0.08  19.63  5.25 
(5.10)
 10.34 
(8.00)
 31.98 
IO  5.45  1.36  0.22  1.15  5.24 
(6.57)
 13.49 
(7.35)
 30.64 
KIN  4.80 (0.15) 0.00  0.43  0.00 
 0.00 
 9.09 
(9.09)
 30.95 
EURK  0.05  0.01 (0.92)(0.31) 0.00 
(0.14)
 0.20 
(0.10)
 0.40 
EMBC  2.72  0.32  0.13  0.31  2.90 
(2.93)
 6.55 
(6.00)
 19.66 
KOD  3.14  1.20  0.44  0.67  2.26 
(4.21)
 9.70 
(4.87)
 18.79 
MEME  5.40  0.79  0.14  0.55  5.20 
(6.96)
 13.73 
(7.59)
 39.36 
All Fundamental Data

Frost Kempner Competitive Analysis

The better you understand Frost Kempner competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Frost Kempner's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Frost Kempner's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
FIKTX ID BAYAU BAYAR AMPL IO KIN EURK EMBC KOD
 0.12 
 8.46 
Frost
 3.51 
 0.59 
SPACE
 0.00 
 10.80 
Bayview
 0.00 
 0.17 
Bayview
 2.29 
 1.34 
Ampleforth
 2.59 
 3.38 
Ionet
 7.69 
 0.000012 
KIN
 0.1 
 10.13 
Eureka
 1.01 
 20.62 
Embecta
 11.39 
 7.43 
Kodiak
Market Volatility
(90 Days Market Risk)
Very steady
Very risky
Very steady
Out of control
Unusually risky
Unreasonably risky
Unusually volatile
Out of control
Somewhat reliable
Moderately volatile
Market Performance
(90 Days Performance)
Insignificant
Good
Modest
Very Weak
OK
Solid
Very Weak
OK
OK
Very Strong
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Quite High
Low
Low
Average
Dangerous
Low
Low
Low
Below Average
Current Valuation
(Equity Enterprise Value)
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Hold
Hold
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Cautious Hold
Strong Sell
Not Rated
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Sell
Strong Buy
Current Ratio
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.54
8.65
Net Asset
5.27 B
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.21 B
479.37 M
Profit Margin
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.0623
N/A
EBITDA
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
166.8 M
(259.02 M)
Current Valuation
N/A
N/A
83.29 M
N/A
N/A
N/A
N/A
N/A
2.54 B
226.57 M
Operating Margin
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.3
N/A
Price To Book
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.61
1.89
Five Year Return
1.85
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Retained Earnings
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
(541.1 M)
(1.15 B)
Current Asset
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
7.31 M
One Year Return
5.95
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Beta
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.94
2.25
Cash Position Weight
3.4
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Number Of Employees
1
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2.2 K
111
Shares Outstanding
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
57.71 M
52.62 M
Three Year Return
1.94
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash Flow From Operations
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
35.7 M
(154.18 M)
Annual Yield
0.0015
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.0416
N/A
Total Debt
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.64 B
81.63 M
Return On Equity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
-0.71
Bond Positions Weight
91.42
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Book Value Per Share
N/A
N/A
-1.0
-1.0
N/A
N/A
N/A
N/A
-13.24
5.08
Number Of Shares Shorted
N/A
N/A
N/A
100
N/A
N/A
N/A
N/A
1.29 M
1.35 M
Return On Asset
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.0964
-0.27
Current Liabilities
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
4.89 M
Total Asset
3.11 B
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.21 B
479.37 M
Last Dividend Paid
0.01
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Short Ratio
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
6.31
5.19
Target Price
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
17.07
4.33
Debt To Equity
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.16
Shares Owned By Institutions
N/A
N/A
0.1
N/A
N/A
N/A
N/A
N/A
98.22
77.79
Market Capitalization
N/A
947.97 K
N/A
N/A
87.66 K
1.88 M
3.2 K
N/A
1.2 B
351 M
Price To Earning
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
4.91
-2.29
Price To Earnings To Growth
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
-0.08
Price To Sales
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.07
N/A
Net Income
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
78.3 M
(260.49 M)
Earnings Per Share
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.34
-3.64
Shares Owned By Insiders
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.47
5.65
Year To Date Return
4.15
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Revenue
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.12 B
N/A
Ten Year Return
1.83
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Working Capital
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
395.6 M
247.58 M
Cash And Equivalents
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
292.3 M
597.88 M
Cash Per Share
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
5.05
11.55
Gross Profit
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
774.9 M
N/A
Day Typical Price
8.46
0.59
10.8
0.17
1.34
3.4
0.0
10.13
20.62
7.21
Accumulation Distribution
N/A
N/A
N/A
N/A
N/A
32.81
30768.85
N/A
52950.85
60686.08
Daily Balance Of Power
9.2 T
9.2 T
0.0
0.0
9.2 T
(1.29)
(1.00)
9.2 T
(0.12)
0.8539
Period Momentum Indicator
0.01
0.02
N/A
N/A
0.03
(0.09)
(0.000001)
0.01
(0.21)
0.76
Rate Of Daily Change
1.0
1.04
1.0
1.0
1.02
0.97
0.92
1.0
0.99
1.11
Day Median Price
8.46
0.59
10.8
0.17
1.34
3.42
0.0
10.13
20.63
7.1
Price Action Indicator
0.005
0.01
N/A
N/A
0.015
(0.08)
(0.000001)
0.005
(0.11)
0.71
Coefficient Of Variation
1144.05
478.76
1206.99
1409.89
997.09
458.34
(3,361)
489.77
860.15
282.12
Mean Deviation
0.0839
3.84
0.1477
6.24
4.39
5.45
4.8
0.0497
2.72
3.14
Jensen Alpha
0.0059
0.9001
0.0425
0.6792
0.5577
1.36
(0.15)
0.008
0.3216
1.2
Total Risk Alpha
(0.02)
0.1902
(0.05)
(1.18)
(0.39)
0.3518
(1.36)
(0.01)
(0.26)
0.7834
Sortino Ratio
(0.86)
0.1641
(0.18)
0.0417
0.0766
0.2204
N/A
(0.92)
0.1264
0.4449
Downside Variance
0.0218
27.43
0.2873
306.3
32.07
40.49
N/A
0.0177
11.28
9.37
Standard Deviation
0.1243
4.77
0.4947
12.23
5.7
7.06
6.86
0.0769
4.84
4.23
Kurtosis
3.26
0.5838
48.32
7.77
1.18
1.29
0.1507
1.87
20.25
0.7659
Potential Upside
0.2358
7.89
0.0951
20.0
10.34
13.49
9.09
0.1986
6.55
9.7
Treynor Ratio
(0.02)
1.45
(0.34)
0.6133
19.63
1.15
0.433
(0.31)
0.3055
0.6679
Maximum Drawdown
0.8301
20.54
4.63
84.91
31.98
30.64
30.95
0.3974
19.66
18.79
Variance
0.0154
22.79
0.2448
149.64
32.46
49.84
47.05
0.0059
23.38
17.9
Market Risk Adjusted Performance
(0.01)
1.46
(0.33)
0.6233
19.64
1.16
0.443
(0.30)
0.3155
0.6779
Risk Adjusted Performance
0.0153
0.1681
0.0579
0.0636
0.0853
0.1757
(0.01)
0.0667
0.0973
0.2792
Skewness
0.8261
(0.41)
6.37
1.63
(0.26)
0.2725
0.2544
0.6748
3.44
0.7271
Semi Deviation
0.0
3.99
0.0
7.62
5.25
5.24
N/A
0.0
2.9
2.26
Information Ratio
(1.02)
0.18
(0.20)
0.0597
0.0761
0.1987
(0.05)
(1.59)
0.0878
0.3219
Value At Risk
(0.12)
(6.67)
(0.19)
(17.39)
(8.00)
(7.35)
(9.09)
(0.1)
(6.00)
(4.87)
Expected Short fall
(0.16)
(5.08)
(1.26)
(16.72)
(5.10)
(6.57)
N/A
(0.14)
(2.93)
(4.21)
Downside Deviation
0.1477
5.24
0.536
17.5
5.66
6.36
N/A
0.1331
3.36
3.06
Semi Variance
(0)
15.91
(0.02)
58.02
27.6
27.45
N/A
(0.01)
8.39
5.11

Frost Kempner Competition Performance Charts

Five steps to successful analysis of Frost Kempner Competition

Frost Kempner's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Frost Kempner Treasury in relation to its competition. Frost Kempner's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Frost Kempner in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Frost Kempner's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Frost Kempner Treasury, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Frost Kempner position

In addition to having Frost Kempner in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Healthcare
Healthcare Theme
Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Healthcare theme has 61 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Healthcare Theme or any other thematic opportunities.
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Other Information on Investing in Frost Mutual Fund

Frost Kempner financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Kempner security.
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