Transportation Portfolio Transportation Fund Manager Performance Evaluation
| FSRFX Fund | USD 109.71 0.96 0.87% |
The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transportation Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transportation Portfolio is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Transportation Portfolio Transportation has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Transportation Portfolio 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 April 2023 | |
| Expense Ratio | 0.7000 |
Transportation |
Transportation Portfolio Relative Risk vs. Return Landscape
If you would invest 11,134 in Transportation Portfolio Transportation on November 3, 2024 and sell it today you would lose (163.00) from holding Transportation Portfolio Transportation or give up 1.46% of portfolio value over 90 days. Transportation Portfolio Transportation is currently producing negative expected returns and takes up 1.269% volatility of returns over 90 trading days. Put another way, 11% of traded mutual funds are less volatile than Transportation, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Transportation Portfolio Current Valuation
Fairly Valued
Today
Please note that Transportation Portfolio's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Transportation Portfolio has a current Real Value of $110.33 per share. The regular price of the fund is $109.71. We determine the value of Transportation Portfolio 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 Transportation Portfolio is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Transportation Mutual Fund. However, Transportation Portfolio'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 109.71 | Real 110.33 | Hype 109.71 | Naive 108.58 |
The intrinsic value of Transportation Portfolio'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 Transportation Portfolio'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 Transportation Portfolio Transportation helps investors to forecast how Transportation 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 Transportation Portfolio more accurately as focusing exclusively on Transportation Portfolio's fundamentals will not take into account other important factors: Transportation Portfolio Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transportation Portfolio's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Transportation Portfolio Transportation, and traders can use it to determine the average amount a Transportation Portfolio'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 = -0.0131
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FSRFX |
Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Transportation Portfolio 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 Transportation Portfolio by adding Transportation Portfolio to a well-diversified portfolio.
Transportation Portfolio Fundamentals Growth
Transportation Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Transportation Portfolio, and Transportation Portfolio 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 Transportation Mutual Fund performance.
| Price To Earning | 15.85 X | |||
| Price To Book | 3.06 X | |||
| Price To Sales | 1.22 X | |||
About Transportation Portfolio Performance
Evaluating Transportation Portfolio's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Transportation Portfolio 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 Transportation Portfolio 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 primarily invests in common stocks. It normally invests at least 80 percent of assets in securities of companies principally engaged in providing transportation services or companies principally engaged in the design, manufacture, distribution, or sale of transportation equipment. The fund invests in domestic and foreign issuers. It uses fundamental analysis of factors such as each issuers financial condition and industry position, as well as market and economic conditions to select investments. The fund is non-diversified.Things to note about Transportation Portfolio performance evaluation
Checking the ongoing alerts about Transportation Portfolio for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Transportation Portfolio help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transportation Portfolio generated a negative expected return over the last 90 days | |
| The fund retains 97.41% of its assets under management (AUM) in equities |
- Analyzing Transportation Portfolio'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 Transportation Portfolio's stock is overvalued or undervalued compared to its peers.
- Examining Transportation Portfolio'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 Transportation Portfolio's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transportation Portfolio's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Transportation Portfolio's mutual fund. These opinions can provide insight into Transportation Portfolio's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Transportation Mutual Fund
Transportation Portfolio financial ratios help investors to determine whether Transportation 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 Transportation with respect to the benefits of owning Transportation Portfolio security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |