Massmutual Select Diversified Fund Manager Performance Evaluation
| MDDAX Fund | USD 11.20 0.02 0.18% |
The fund secures a Beta (Market Risk) of 1.16, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Massmutual Select will likely underperform.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Massmutual Select Diversified has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's basic indicators remain fairly strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the fund investors.
...more| Expense Ratio | 1.1100 |
Massmutual |
Massmutual Select Relative Risk vs. Return Landscape
If you would invest 1,315 in Massmutual Select Diversified on September 1, 2024 and sell it today you would lose (195.00) from holding Massmutual Select Diversified or give up 14.83% of portfolio value over 90 days. Massmutual Select Diversified is currently producing negative expected returns and takes up 2.8201% volatility of returns over 90 trading days. Put another way, 25% of traded mutual funds are less volatile than Massmutual, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Massmutual Select Current Valuation
Overvalued
Today
Please note that Massmutual Select's price fluctuation is somewhat reliable at this time. At this time, the fund appears to be overvalued. Massmutual Select secures a last-minute Real Value of $10.19 per share. The latest price of the fund is $11.2. We determine the value of Massmutual Select from analyzing 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 merge together.
Since Massmutual Select is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Massmutual Mutual Fund. However, Massmutual Select'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 11.2 | Real 10.19 | Hype 11.2 | Naive 11.55 |
The intrinsic value of Massmutual Select'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 Massmutual Select'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 Massmutual Select Diversified helps investors to forecast how Massmutual 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 Massmutual Select more accurately as focusing exclusively on Massmutual Select's fundamentals will not take into account other important factors: Massmutual Select Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massmutual Select's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Massmutual Select Diversified, and traders can use it to determine the average amount a Massmutual Select'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 = -0.0728
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MDDAX |
Estimated Market Risk
| 2.82 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Massmutual Select 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 Massmutual Select by adding Massmutual Select to a well-diversified portfolio.
Massmutual Select Fundamentals Growth
Massmutual Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Massmutual Select, and Massmutual Select 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 Massmutual Mutual Fund performance.
| Price To Earning | 2.68 X | ||||
| Price To Book | 1.92 X | ||||
| Price To Sales | 1.47 X | ||||
| Total Asset | 390.82 M | ||||
About Massmutual Select Performance
Evaluating Massmutual Select's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Massmutual Select 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 Massmutual Select 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 normally invests at least 80 percent of its net assets in stocks, securities convertible into stocks, and other securities, such as warrants and stock rights, whose value is based on stock prices. It typically invests most of its assets in securities of U.S. companies, but may invest up to 25 percent of its total assets in foreign securities and American Depositary Receipts , including emerging market securities.Things to note about Massmutual Select performance evaluation
Checking the ongoing alerts about Massmutual Select for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Massmutual Select help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Massmutual Select generated a negative expected return over the last 90 days | |
| The fund maintains 98.41% of its assets in stocks |
- Analyzing Massmutual Select'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 Massmutual Select's stock is overvalued or undervalued compared to its peers.
- Examining Massmutual Select'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 Massmutual Select's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Massmutual Select's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Massmutual Select's mutual fund. These opinions can provide insight into Massmutual Select's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Massmutual Mutual Fund
Massmutual Select financial ratios help investors to determine whether Massmutual 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 Massmutual with respect to the benefits of owning Massmutual Select security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |