Metropolitan West Alpha Fund Manager Performance Evaluation
| MWATX Fund | USD 11.79 0.00 0.00% |
The fund secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Metropolitan West's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metropolitan West is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Metropolitan West Alpha are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Metropolitan West 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 | 29th of July 2022 | |
| Expense Ratio | 0.4600 |
Metropolitan |
Metropolitan West Relative Risk vs. Return Landscape
If you would invest 1,113 in Metropolitan West Alpha on September 3, 2024 and sell it today you would earn a total of 66.00 from holding Metropolitan West Alpha or generate 5.93% return on investment over 90 days. Metropolitan West Alpha is currently producing 0.0913% returns and takes up 0.4994% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Metropolitan, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Metropolitan West Current Valuation
Overvalued
Today
Please note that Metropolitan West's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Metropolitan West Alpha secures a last-minute Real Value of $11.39 per share. The latest price of the fund is $11.79. We determine the value of Metropolitan West Alpha 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 Metropolitan West is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Metropolitan Mutual Fund. However, Metropolitan West'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 11.79 | Real 11.39 | Hype 11.79 | Naive 11.87 |
The intrinsic value of Metropolitan West'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 Metropolitan West'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 Metropolitan West Alpha helps investors to forecast how Metropolitan 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 Metropolitan West more accurately as focusing exclusively on Metropolitan West's fundamentals will not take into account other important factors: Metropolitan West Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metropolitan West's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Metropolitan West Alpha, and traders can use it to determine the average amount a Metropolitan West'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 = 0.1828
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | MWATX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Metropolitan West is performing at about 14% 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 Metropolitan West by adding it to a well-diversified portfolio.
Metropolitan West Fundamentals Growth
Metropolitan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Metropolitan West, and Metropolitan West 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 Metropolitan Mutual Fund performance.
| Price To Earning | 19.04 X | ||||
| Price To Book | 2.68 X | ||||
| Price To Sales | 1.87 X | ||||
About Metropolitan West Performance
Evaluating Metropolitan West's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Metropolitan West 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 Metropolitan West 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 is an enhanced SP 500 Index fund that combines a fixed-income portfolio with non-leveraged investments in SP 500 Index futures. The portfolio duration is up to three years and the dollar-weighted average maturity is up to five years. At least 85 percent of the funds fixed income investments are securities rated at least investment grade or unrated securities determined by the Adviser to be of comparable quality.Things to note about Metropolitan West Alpha performance evaluation
Checking the ongoing alerts about Metropolitan West for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Metropolitan West Alpha help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 23.97% of its assets in cash |
- Analyzing Metropolitan West'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 Metropolitan West's stock is overvalued or undervalued compared to its peers.
- Examining Metropolitan West'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 Metropolitan West's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Metropolitan West's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Metropolitan West's mutual fund. These opinions can provide insight into Metropolitan West's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Metropolitan Mutual Fund
Metropolitan West financial ratios help investors to determine whether Metropolitan 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 Metropolitan with respect to the benefits of owning Metropolitan West security.
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |