Global Iman Fund Manager Performance Evaluation
| 0P0000NA77 | CAD 44.32 0.56 1.28% |
The fund retains a Market Volatility (i.e., Beta) of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Global Iman's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Iman is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Global Iman Fund are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. In spite of very healthy basic indicators, Global Iman is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.
...moreGlobal |
Global Iman Relative Risk vs. Return Landscape
If you would invest 4,253 in Global Iman Fund on August 30, 2024 and sell it today you would earn a total of 179.00 from holding Global Iman Fund or generate 4.21% return on investment over 90 days. Global Iman Fund is generating 0.0702% of daily returns and assumes 0.8603% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than Global, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Global Iman Current Valuation
Fairly Valued
Today
Please note that Global Iman's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Global Iman Fund retains a regular Real Value of C$43.93 per share. The prevalent price of the fund is C$44.32. We determine the value of Global Iman Fund from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage obtaining undervalued funds and abandoning overvalued funds since, at some point, fund prices and their ongoing real values will come together.
Since Global Iman is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Global Fund. However, Global Iman'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 44.32 | Real 43.93 | Hype 44.32 | Naive 44.18 |
The intrinsic value of Global Iman'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 Global Iman'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 Global Iman Fund helps investors to forecast how Global 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 Global Iman more accurately as focusing exclusively on Global Iman's fundamentals will not take into account other important factors: Global Iman Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Iman's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Global Iman Fund, and traders can use it to determine the average amount a Global Iman'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 = 0.0816
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 0P0000NA77 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Global Iman is performing at about 6% 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 Global Iman by adding it to a well-diversified portfolio.
Global Iman Fundamentals Growth
Global Fund prices reflect investors' perceptions of the future prospects and financial health of Global Iman, and Global Iman 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 Global Fund performance.
| Total Asset | 49.62 M | |||
About Global Iman Performance
By examining Global Iman's fundamental ratios, stakeholders can obtain critical insights into Global Iman's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Global Iman is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fundamental investment objective of the Fund is to provide investors with long-term growth by investing primarily in a diversified portfolio of global investments that are in accordance with Islamic investment principles. Global Iman is traded on Toronto Stock Exchange in Canada.Things to note about Global Iman Fund performance evaluation
Checking the ongoing alerts about Global Iman for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Global Iman Fund 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 98.62% of its total net assets in equities |
- Analyzing Global Iman'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 Global Iman's stock is overvalued or undervalued compared to its peers.
- Examining Global Iman'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 Global Iman's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Global Iman's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Global Iman's fund. These opinions can provide insight into Global Iman's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Global Fund
Global Iman financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Iman security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |