Metropolitan West Alpha Fund Price on November 21, 2024
| MWATX Fund | USD 11.79 0.00 0.00% |
Below is the normalized historical share price chart for Metropolitan West Alpha extending back to April 12, 2000. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Metropolitan West stands at 11.79, as last reported on the 2nd of December, with the highest price reaching 11.79 and the lowest price hitting 11.79 during the day.
If you're considering investing in Metropolitan Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Metropolitan Mutual Fund to be very steady. Metropolitan West Alpha has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Metropolitan West, which you can use to evaluate the volatility of the fund. Please verify Metropolitan West's Downside Deviation of 0.8341, risk adjusted performance of 0.0944, and Mean Deviation of 0.3461 to check out if the risk estimate we provide is consistent with the expected return of 0.0913%.
Metropolitan Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Metropolitan |
Sharpe Ratio = 0.1828
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Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Metropolitan West is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Metropolitan West by adding it to a well-diversified portfolio.
Metropolitan West Valuation on November 21, 2024
It is possible to determine the worth of Metropolitan West on a given historical date. On November 21, 2024 Metropolitan was worth 11.79 at the beginning of the trading date compared to the closed value of 11.79. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Metropolitan West mutual fund. Still, in general, we apply an absolute valuation method to find Metropolitan West's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Metropolitan West where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Metropolitan West's related companies.
| Open | High | Low | Close | Volume | |
| 11.79 | 11.79 | 11.79 | 11.79 | 1.00 | |
11/21/2024 | 11.79 | 11.79 | 11.79 | 11.79 | 1.00 |
| 11.79 | 11.79 | 11.79 | 11.79 | 1.00 |
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Metropolitan West Trading Date Momentum on November 21, 2024
| On November 22 2024 Metropolitan West Alpha was traded for 11.79 at the closing time. The highest daily price throughout the period was 11.79 and the lowest price was 11.79 . There was no trading activity during the period 1.0. Lack of trading volume on 11/22/2024 did not cause price change. The trading delta at closing time to current closing price is 0.00% . |
Metropolitan West Alpha Fundamentals Correlations and Trends
By evaluating Metropolitan West's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Metropolitan West's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Metropolitan financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Metropolitan West Mutual Fund history
Metropolitan West investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Metropolitan is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Metropolitan West Alpha will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Metropolitan West stock prices may prove useful in developing a viable investing in Metropolitan West
The fund is an enhanced SP 500 Index fund that combines a fixed-income portfolio with non-leveraged investments in SP 500 Index futures. The portfolio duration is up to three years and the dollar-weighted average maturity is up to five years. At least 85 percent of the funds fixed income investments are securities rated at least investment grade or unrated securities determined by the Adviser to be of comparable quality.
Metropolitan West Mutual Fund Technical Analysis
Metropolitan West 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.
Price Boundaries
Metropolitan West Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
Metropolitan West Alpha cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Metropolitan West December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how Metropolitan West 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 Metropolitan West shares will generate the highest return on investment. By undertsting and applying Metropolitan West mutual fund market strength indicators, traders can identify Metropolitan West Alpha entry and exit signals to maximize returns
Metropolitan West Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Metropolitan West's price direction in advance. Along with the technical and fundamental analysis of Metropolitan Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Metropolitan to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.1602 |
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Other Information on Investing in Metropolitan Mutual Fund
Metropolitan West financial ratios help investors to determine whether Metropolitan 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 Metropolitan with respect to the benefits of owning Metropolitan West security.
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