The Arbitrage Event Driven Fund Manager Performance Evaluation
| AEDNX Fund | USD 11.92 0.01 0.08% |
The entity has a beta of 0.0354, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Arbitrage's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Arbitrage is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days The Arbitrage Event Driven has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, The Arbitrage is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 30th of September 2022 | |
| Expense Ratio | 1.4800 |
The |
The Arbitrage Relative Risk vs. Return Landscape
If you would invest 1,195 in The Arbitrage Event Driven on August 29, 2024 and sell it today you would lose (3.00) from holding The Arbitrage Event Driven or give up 0.25% of portfolio value over 90 days. The Arbitrage Event Driven is currently producing negative expected returns and takes up 0.2309% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than The, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
The Arbitrage Current Valuation
Fairly Valued
Today
Please note that The Arbitrage's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Arbitrage Event has a current Real Value of $11.92 per share. The regular price of the fund is $11.92. We determine the value of Arbitrage Event from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since The Arbitrage is currently traded on the exchange, buyers and sellers on that exchange determine the market value of The Mutual Fund. However, The Arbitrage's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 11.92 | Real 11.92 | Hype 11.91 | Naive 11.9 |
The intrinsic value of The Arbitrage's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence The Arbitrage's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of The Arbitrage Event Driven helps investors to forecast how The mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of The Arbitrage more accurately as focusing exclusively on The Arbitrage's fundamentals will not take into account other important factors: The Arbitrage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Arbitrage's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Arbitrage Event Driven, and traders can use it to determine the average amount a The Arbitrage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0159
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AEDNX |
Estimated Market Risk
| 0.23 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average The Arbitrage is not performing at its full potential. However, 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 The Arbitrage by adding The Arbitrage to a well-diversified portfolio.
The Arbitrage Fundamentals Growth
The Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of The Arbitrage, and The Arbitrage fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on The Mutual Fund performance.
| Price To Earning | 23.94 X | |||
| Price To Book | 3.82 X | |||
| Price To Sales | 1.86 X | |||
| Total Asset | 104.04 M | |||
About The Arbitrage Performance
Evaluating The Arbitrage's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if The Arbitrage has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if The Arbitrage has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund invests in equity and debt and debt-like instruments of companies whose prices the funds investment adviser believes are or will be impacted by a corporate event. Specifically, the fund employs investment strategies designed to capture price movements generated by corporate events such as mergers, acquisitions, asset sales, restructurings, refinancings, recapitalizations, reorganizations or other special situations . It is non-diversified.Things to note about Arbitrage Event performance evaluation
Checking the ongoing alerts about The Arbitrage for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Arbitrage Event help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arbitrage Event generated a negative expected return over the last 90 days | |
| The fund holds about 15.89% of its assets under management (AUM) in cash |
- Analyzing The Arbitrage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether The Arbitrage's stock is overvalued or undervalued compared to its peers.
- Examining The Arbitrage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating The Arbitrage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of The Arbitrage's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of The Arbitrage's mutual fund. These opinions can provide insight into The Arbitrage's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in The Mutual Fund
The Arbitrage financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Arbitrage security.
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