Sp 500 Equal Fund Manager Performance Evaluation

INDEX Fund  USD 64.34  0.68  1.05%   
The entity owns a Beta (Systematic Risk) of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sp 500's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sp 500 is expected to be smaller as well.

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Sp 500 Equal are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Sp 500 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Expense Ratio Date30th of October 2019
Expense Ratio0.2500
  

Sp 500 Relative Risk vs. Return Landscape

If you would invest  6,387  in Sp 500 Equal on November 26, 2025 and sell it today you would earn a total of  47.00  from holding Sp 500 Equal or generate 0.74% return on investment over 90 days. Sp 500 Equal is currently producing 0.0146% returns and takes up 0.6666% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than INDEX, 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 Sp 500 is expected to generate 3.52 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.14 times less risky than the market. It trades about 0.02 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.

Sp 500 Current Valuation

Overvalued
Today
64.34
Please note that Sp 500's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Sp 500 Equal owns a latest Real Value of $59.21 per share. The recent price of the fund is $64.34. We determine the value of Sp 500 Equal 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 future time, mutual fund prices and their ongoing real values will merge together.
Since Sp 500 is currently traded on the exchange, buyers and sellers on that exchange determine the market value of INDEX Mutual Fund. However, Sp 500'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  64.34 Real  59.21 Hype  64.33 Naive  64.79
The intrinsic value of Sp 500'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 Sp 500'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.
59.21
Real Value
70.77
Upside
Estimating the potential upside or downside of Sp 500 Equal helps investors to forecast how INDEX 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 Sp 500 more accurately as focusing exclusively on Sp 500's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
57.0264.7265.49
Details
Hype
Prediction
LowEstimatedHigh
63.6764.3364.99
Details
Naive
Forecast
LowNext ValueHigh
64.1364.7965.45
Details
Below is the normalized historical share price chart for Sp 500 Equal extending back to April 30, 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 Sp 500 stands at 64.34, as last reported on the 24th of February, with the highest price reaching 64.34 and the lowest price hitting 64.34 during the day.
 
Yuan Drop
 
Covid
 
Interest Hikes

Sp 500 Target Price Odds to finish over Current Price

The tendency of INDEX 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
 64.34 90 days 64.34 
about 55.44
Based on a normal probability distribution, the odds of Sp 500 to move above the current price in 90 days from now is about 55.44 (This Sp 500 Equal probability density function shows the probability of INDEX Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Sp 500 has a beta of 0.77. This usually indicates as returns on the market go up, Sp 500 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Sp 500 Equal will be expected to be much smaller as well. Additionally Sp 500 Equal 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.
   Sp 500 Price Density   
       Price  

Predictive Modules for Sp 500

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sp 500 Equal. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sp 500'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
63.6764.3364.99
Details
Intrinsic
Valuation
LowRealHigh
58.5559.2170.77
Details
Naive
Forecast
LowNextHigh
64.1364.7965.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
57.0264.7265.49
Details

Sp 500 Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Sp 500 is not an exception. The market had few large corrections towards the Sp 500'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 Sp 500 Equal, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sp 500 within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.01
β
Beta against Dow Jones0.77
σ
Overall volatility
0.95
Ir
Information ratio -0.04

Sp 500 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 Sp 500 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sp 500 Equal can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.

Sp 500 Fundamentals Growth

INDEX Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Sp 500, and Sp 500 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 INDEX Mutual Fund performance.

About Sp 500 Performance

Evaluating Sp 500's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Sp 500 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 Sp 500 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 will invest, under normal circumstances, at least 80 percent of its net assets and borrowings for investment purposes in securities of issuers included in the index. The index is designed to measure the performance of 500 U.S. companies chosen for market size, liquidity and industry grouping, among other factors. In some instances, one or more of the 500 companies may have more than one share class included in the index. The fund is non-diversified.

Things to note about Sp 500 Equal performance evaluation

Checking the ongoing alerts about Sp 500 for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Sp 500 Equal help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Sp 500's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sp 500's mutual fund performance include:
  • Analyzing Sp 500'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 Sp 500's stock is overvalued or undervalued compared to its peers.
  • Examining Sp 500'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 Sp 500's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sp 500's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Sp 500's mutual fund. These opinions can provide insight into Sp 500's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Sp 500's mutual fund performance is not an exact science, and many factors can impact Sp 500'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 INDEX Mutual Fund

Sp 500 financial ratios help investors to determine whether INDEX 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 INDEX with respect to the benefits of owning Sp 500 security.
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