Frost Kempner Treasury Fund Manager Performance Evaluation
| FIKTX Fund | USD 8.44 0.02 0.24% |
The fund shows a Beta (market volatility) of -0.0169, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frost Kempner are expected to decrease at a much lower rate. During the bear market, Frost Kempner is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Frost Kempner Treasury are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Frost Kempner is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.2500 |
Frost |
Frost Kempner Relative Risk vs. Return Landscape
If you would invest 834.00 in Frost Kempner Treasury on October 25, 2024 and sell it today you would earn a total of 10.00 from holding Frost Kempner Treasury or generate 1.2% return on investment over 90 days. Frost Kempner Treasury is currently producing 0.0203% returns and takes up 0.1256% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Frost, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Frost Kempner Current Valuation
Overvalued
Today
Please note that Frost Kempner's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Frost Kempner Treasury shows a prevailing Real Value of $7.75 per share. The current price of the fund is $8.44. We determine the value of Frost Kempner Treasury from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Frost Kempner is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Frost Mutual Fund. However, Frost Kempner'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 8.44 | Real 7.75 | Hype 8.44 | Naive 8.46 |
The intrinsic value of Frost Kempner'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 Frost Kempner'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 Frost Kempner Treasury helps investors to forecast how Frost 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 Frost Kempner more accurately as focusing exclusively on Frost Kempner's fundamentals will not take into account other important factors: Frost Kempner Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Kempner's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Frost Kempner Treasury, and traders can use it to determine the average amount a Frost Kempner'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 = 0.1614
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FIKTX |
Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Frost Kempner is performing at about 12% 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 Frost Kempner by adding it to a well-diversified portfolio.
Frost Kempner Fundamentals Growth
Frost Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Frost Kempner, and Frost Kempner 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 Frost Mutual Fund performance.
| Total Asset | 3.11 B | ||||
About Frost Kempner Performance
Evaluating Frost Kempner's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Frost Kempner 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 Frost Kempner 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 assets in investment-grade debt securities of all types and repurchase agreements for those securities. Its manager manages the fund to have similar overall interest rate risk to the Bloomberg Barclays U.S. 1-3 Year GovernmentCredit Bond Index. The fund normally maintains a dollar-weighted average maturity of three years or less. It allocates assets across different market sectors and maturities. The fund invests in domestic and foreign issuers.Things to note about Frost Kempner Treasury performance evaluation
Checking the ongoing alerts about Frost Kempner for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Frost Kempner Treasury 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 about 91.42% of its assets under management (AUM) in fixed income securities |
- Analyzing Frost Kempner'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 Frost Kempner's stock is overvalued or undervalued compared to its peers.
- Examining Frost Kempner'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 Frost Kempner's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Frost Kempner's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Frost Kempner's mutual fund. These opinions can provide insight into Frost Kempner's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Frost Mutual Fund
Frost Kempner financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Kempner security.
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