The Arbitrage Credit Fund Manager Performance Evaluation
| ARCFX Fund | USD 9.80 0.01 0.10% |
The entity has a beta of -0.0137, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning the Arbitrage are expected to decrease at a much lower rate. During the bear market, the Arbitrage is likely to outperform the market.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in The Arbitrage Credit are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, The Arbitrage 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 | 30th of September 2022 | |
| Expense Ratio | 1.3000 |
THE |
The Arbitrage Relative Risk vs. Return Landscape
If you would invest 970.00 in The Arbitrage Credit on August 25, 2024 and sell it today you would earn a total of 10.00 from holding The Arbitrage Credit or generate 1.03% return on investment over 90 days. The Arbitrage Credit is currently producing 0.0161% returns and takes up 0.09% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than THE, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
The Arbitrage Current Valuation
Overvalued
Today
Please note that The Arbitrage's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Arbitrage Credit has a current Real Value of $9.01 per share. The regular price of the fund is $9.8. We determine the value of Arbitrage Credit 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, mutual fund prices and their ongoing real values will draw towards each other.
Since The Arbitrage is currently traded on the exchange, buyers and sellers on that exchange determine the market value of THE Mutual Fund. However, The Arbitrage'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 9.8 | Real 9.01 | Hype 9.8 | Naive 9.79 |
The intrinsic value of The Arbitrage'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 The Arbitrage'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 The Arbitrage Credit helps investors to forecast how THE 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 The Arbitrage more accurately as focusing exclusively on The Arbitrage's fundamentals will not take into account other important factors: The Arbitrage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Arbitrage's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Arbitrage Credit, and traders can use it to determine the average amount a The Arbitrage'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 = 0.1786
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| ARCFX |
Based on monthly moving average The Arbitrage 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 The Arbitrage by adding it to a well-diversified portfolio.
The Arbitrage Fundamentals Growth
THE Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of The Arbitrage, and The Arbitrage 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 THE Mutual Fund performance.
| Price To Earning | 85.43 X | ||||
| Price To Book | 3.87 X | ||||
| Price To Sales | 5.29 X | ||||
| Total Asset | 5.75 M | ||||
About The Arbitrage Performance
Evaluating The Arbitrage's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if The Arbitrage 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 The Arbitrage 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 invests primarily in a portfolio of debt securities including corporate bonds and debentures , bank loans, convertible and preferred securities, credit default swaps and other debt instruments and derivatives that the funds investment adviser believes have debt-like characteristics. It invests in both U.S. and foreign debt securities. The principal types of derivatives in which the fund may invest are credit default swaps, interest rate swaps, total return swaps, futures and options.Things to note about Arbitrage Credit performance evaluation
Checking the ongoing alerts about The Arbitrage for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Arbitrage Credit 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 about 11.57% of its assets under management (AUM) in cash |
- Analyzing The Arbitrage'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 The Arbitrage's stock is overvalued or undervalued compared to its peers.
- Examining The Arbitrage'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 The Arbitrage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of The Arbitrage's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of The Arbitrage's mutual fund. These opinions can provide insight into The Arbitrage's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in THE Mutual Fund
The Arbitrage financial ratios help investors to determine whether THE 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 THE with respect to the benefits of owning The Arbitrage security.
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