Ultimus Managers Trust Fund Manager Performance Evaluation
| INVTX Fund | USD 22.09 0.01 0.05% |
The entity has a beta of 1.03, which indicates a somewhat significant risk relative to the market. Ultimus Managers returns are very sensitive to returns on the market. As the market goes up or down, Ultimus Managers is expected to follow.
Risk-Adjusted Performance
21 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Ultimus Managers Trust are ranked lower than 21 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Ultimus Managers showed solid returns over the last few months and may actually be approaching a breakup point.
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Ultimus |
Ultimus Managers Relative Risk vs. Return Landscape
If you would invest 1,851 in Ultimus Managers Trust on September 4, 2024 and sell it today you would earn a total of 358.00 from holding Ultimus Managers Trust or generate 19.34% return on investment over 90 days. Ultimus Managers Trust is currently producing 0.282% returns and takes up 1.0463% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Ultimus, and 95% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Ultimus Managers Current Valuation
Undervalued
Today
Please note that Ultimus Managers' price fluctuation is very steady at this time. Ultimus Managers Trust has a current Real Value of $23.15 per share. The regular price of the fund is $22.09. Our model measures the value of Ultimus Managers Trust from inspecting the fund technical indicators and probability of bankruptcy. In general, investors 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 Ultimus Managers is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Ultimus Mutual Fund. However, Ultimus Managers' 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 22.09 | Real 23.15 | Hype 22.14 | Naive 22.29 |
The intrinsic value of Ultimus Managers' 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 Ultimus Managers' 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 Ultimus Managers Trust helps investors to forecast how Ultimus 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 Ultimus Managers more accurately as focusing exclusively on Ultimus Managers' fundamentals will not take into account other important factors: Ultimus Managers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultimus Managers' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Ultimus Managers Trust, and traders can use it to determine the average amount a Ultimus Managers' 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 = 0.2696
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.05 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average Ultimus Managers is performing at about 21% 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 Ultimus Managers by adding it to a well-diversified portfolio.
About Ultimus Managers Performance
Evaluating Ultimus Managers' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Ultimus Managers 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 Ultimus Managers 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 seeks to achieve its investment objective by investing principally in 25-35 growth-oriented equity securities, including domestic securities and foreign securities trading as American Depository Receipts . The Adviser selects leading innovative businesses that benefit from various types of innovation, including new products, new services, and innovative business models, for inclusion in the funds portfolio. It is non-diversified.Things to note about Ultimus Managers Trust performance evaluation
Checking the ongoing alerts about Ultimus Managers for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Ultimus Managers Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains all of the assets under management (AUM) in different types of exotic instruments |
- Analyzing Ultimus Managers' 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 Ultimus Managers' stock is overvalued or undervalued compared to its peers.
- Examining Ultimus Managers' 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 Ultimus Managers' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ultimus Managers' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Ultimus Managers' mutual fund. These opinions can provide insight into Ultimus Managers' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Ultimus Mutual Fund
Ultimus Managers financial ratios help investors to determine whether Ultimus 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 Ultimus with respect to the benefits of owning Ultimus Managers security.
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