Gmo Usonian Japan Value Fund Manager Performance Evaluation
| GMIIX Fund | USD 20.36 0.26 1.29% |
The fund retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gmo-usonian Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo-usonian Japan is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Gmo Usonian Japan Value are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Gmo-usonian Japan is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreGmo-usonian |
Gmo-usonian Japan Relative Risk vs. Return Landscape
If you would invest 1,974 in Gmo Usonian Japan Value on November 3, 2024 and sell it today you would earn a total of 62.00 from holding Gmo Usonian Japan Value or generate 3.14% return on investment over 90 days. Gmo Usonian Japan Value is currently producing 0.0554% returns and takes up 0.8916% volatility of returns over 90 trading days. Put another way, 7% of traded mutual funds are less volatile than Gmo-usonian, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Gmo-usonian Japan Current Valuation
Fairly Valued
Today
Please note that Gmo-usonian Japan's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Gmo Usonian Japan retains a regular Real Value of $20.26 per share. The prevalent price of the fund is $20.36. We determine the value of Gmo Usonian Japan from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Gmo-usonian Japan is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Gmo-usonian Mutual Fund. However, Gmo-usonian Japan'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 20.36 | Real 20.26 | Hype 20.36 | Naive 20.63 |
The intrinsic value of Gmo-usonian Japan'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 Gmo-usonian Japan'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 Gmo Usonian Japan Value helps investors to forecast how Gmo-usonian 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 Gmo-usonian Japan more accurately as focusing exclusively on Gmo-usonian Japan's fundamentals will not take into account other important factors: Gmo-usonian Japan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo-usonian Japan's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Gmo Usonian Japan Value, and traders can use it to determine the average amount a Gmo-usonian Japan'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 = 0.0622
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| Cash | GMIIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Gmo-usonian Japan is performing at about 4% 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 Gmo-usonian Japan by adding it to a well-diversified portfolio.
Gmo-usonian Japan Fundamentals Growth
Gmo-usonian Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Gmo-usonian Japan, and Gmo-usonian Japan 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 Gmo-usonian Mutual Fund performance.
| Total Asset | 164.08 M | |||
About Gmo-usonian Japan Performance
Evaluating Gmo-usonian Japan's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Gmo-usonian Japan 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 Gmo-usonian Japan 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.
Under normal circumstances, the fund invests directly and indirectly at least 80 percent of its assets in securities of companies tied economically to Japan. It also may invest in GMO U.S. Treasury Fund, in money market funds unaffiliated with GMO, and directly in the types of investments typically held by money market funds.Things to note about Gmo Usonian Japan performance evaluation
Checking the ongoing alerts about Gmo-usonian Japan for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Gmo Usonian Japan 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 97.07% of its assets under management (AUM) in equities |
- Analyzing Gmo-usonian Japan'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 Gmo-usonian Japan's stock is overvalued or undervalued compared to its peers.
- Examining Gmo-usonian Japan'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 Gmo-usonian Japan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gmo-usonian Japan's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Gmo-usonian Japan's mutual fund. These opinions can provide insight into Gmo-usonian Japan's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Gmo-usonian Mutual Fund
Gmo-usonian Japan financial ratios help investors to determine whether Gmo-usonian 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 Gmo-usonian with respect to the benefits of owning Gmo-usonian Japan security.
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