Amana Participation Fund Manager Performance Evaluation

AMAPX Fund  USD 9.93  0.01  0.10%   
The fund shows a Beta (market volatility) of -0.0093, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amana Participation are expected to decrease at a much lower rate. During the bear market, Amana Participation is likely to outperform the market.

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Amana Participation Fund are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Amana Participation is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more
Expense Ratio Date29th of September 2025
Expense Ratio0.8200
  

Amana Participation Relative Risk vs. Return Landscape

If you would invest  988.00  in Amana Participation Fund on October 31, 2025 and sell it today you would earn a total of  5.00  from holding Amana Participation Fund or generate 0.51% return on investment over 90 days. Amana Participation Fund is currently producing 0.0084% returns and takes up 0.0536% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Amana, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Amana Participation is expected to generate 6.31 times less return on investment than the market. But when comparing it to its historical volatility, the company is 14.08 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 of returns per unit of risk over similar time horizon.

Amana Participation Current Valuation

Fairly Valued
Today
9.93
Please note that Amana Participation's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Amana Participation shows a prevailing Real Value of $9.92 per share. The current price of the fund is $9.93. We determine the value of Amana Participation from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Amana Participation is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Amana Mutual Fund. However, Amana Participation'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  9.93 Real  9.92 Hype  9.93 Naive  9.92
The intrinsic value of Amana Participation'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 Amana Participation'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.
9.92
Real Value
9.98
Upside
Estimating the potential upside or downside of Amana Participation Fund helps investors to forecast how Amana 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 Amana Participation more accurately as focusing exclusively on Amana Participation's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.919.939.94
Details
Hype
Prediction
LowEstimatedHigh
9.879.939.99
Details
Naive
Forecast
LowNext ValueHigh
9.879.929.98
Details
Below is the normalized historical share price chart for Amana Participation Fund extending back to September 28, 2015. 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 Amana Participation stands at 9.93, as last reported on the 29th of January, with the highest price reaching 9.93 and the lowest price hitting 9.93 during the day.
 
Yuan Drop
 
Covid
 
Interest Hikes

Amana Participation Target Price Odds to finish over Current Price

The tendency of Amana Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 9.93 90 days 9.93 
about 11.79
Based on a normal probability distribution, the odds of Amana Participation to move above the current price in 90 days from now is about 11.79 (This Amana Participation Fund probability density function shows the probability of Amana Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Amana Participation Fund has a beta of -0.0093. This suggests as returns on the benchmark increase, returns on holding Amana Participation are expected to decrease at a much lower rate. During a bear market, however, Amana Participation Fund is likely to outperform the market. Additionally Amana Participation Fund has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Amana Participation Price Density   
       Price  

Predictive Modules for Amana Participation

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Amana Participation. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
9.879.939.99
Details
Intrinsic
Valuation
LowRealHigh
9.869.929.98
Details
Naive
Forecast
LowNextHigh
9.879.929.98
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.919.939.94
Details

Amana Participation Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Amana Participation is not an exception. The market had few large corrections towards the Amana Participation's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Amana Participation Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Amana Participation within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.0002
β
Beta against Dow Jones-0.0093
σ
Overall volatility
0.03
Ir
Information ratio -1.08

Amana Participation Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Amana Participation for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Amana Participation can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund holds about 13.18% of its assets under management (AUM) in cash

Amana Participation Fundamentals Growth

Amana Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Amana Participation, and Amana Participation 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 Amana Mutual Fund performance.

About Amana Participation Performance

Evaluating Amana Participation's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Amana Participation 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 Amana Participation 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.
Under normal conditions, the fund invests at least 80 percent of its total net assets in short and intermediate-term Islamic income-producing investments. It invests at least 65 percent of its assets in securities rated within the four highest grades by a nationally-recognized rating agency and may invest up to 35 percent in unrated and high-yield notes and certificates, which may be considered equivalent to junk bonds. The fund is non-diversified.

Things to note about Amana Participation performance evaluation

Checking the ongoing alerts about Amana Participation for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Amana Participation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund holds about 13.18% of its assets under management (AUM) in cash
Evaluating Amana Participation's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Amana Participation's mutual fund performance include:
  • Analyzing Amana Participation'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 Amana Participation's stock is overvalued or undervalued compared to its peers.
  • Examining Amana Participation'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 Amana Participation's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amana Participation's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Amana Participation's mutual fund. These opinions can provide insight into Amana Participation's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Amana Participation's mutual fund performance is not an exact science, and many factors can impact Amana Participation's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Amana Mutual Fund

Amana Participation financial ratios help investors to determine whether Amana 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 Amana with respect to the benefits of owning Amana Participation security.
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance