Metwest Esg Securitized Fund Manager Performance Evaluation
| MWERX Fund | USD 8.65 0.08 0.93% |
The fund secures a Beta (Market Risk) of 0.038, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metwest Esg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metwest Esg is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Metwest Esg Securitized has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Metwest Esg is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreMetwest |
Metwest Esg Relative Risk vs. Return Landscape
If you would invest 869.00 in Metwest Esg Securitized on August 28, 2024 and sell it today you would lose (4.00) from holding Metwest Esg Securitized or give up 0.46% of portfolio value over 90 days. Metwest Esg Securitized is currently producing negative expected returns and takes up 0.3446% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Metwest, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Metwest Esg Current Valuation
Overvalued
Today
Please note that Metwest Esg's price fluctuation is very steady at this time. Metwest Esg Securitized secures a last-minute Real Value of $8.36 per share. The latest price of the fund is $8.65. Our model forecasts the value of Metwest Esg Securitized from analyzing the fund technical indicators and probability of bankruptcy. In general, investors recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Metwest Esg is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Metwest Mutual Fund. However, Metwest Esg'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 8.65 | Real 8.36 | Hype 8.65 | Naive 8.63 |
The intrinsic value of Metwest Esg'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 Metwest Esg'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 Metwest Esg Securitized helps investors to forecast how Metwest 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 Metwest Esg more accurately as focusing exclusively on Metwest Esg's fundamentals will not take into account other important factors: Metwest Esg Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metwest Esg's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Metwest Esg Securitized, and traders can use it to determine the average amount a Metwest Esg'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 = -0.0196
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| Negative Returns | MWERX |
Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Metwest Esg 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 Metwest Esg by adding Metwest Esg to a well-diversified portfolio.
About Metwest Esg Performance
Evaluating Metwest Esg's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Metwest Esg 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 Metwest Esg 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, under normal circumstances, at least 80 percent of its net assets in debt securities issued by securitized vehicles and similar instruments that the adviser believes satisfy its proprietary screening criteria that identify securities with one or more positive environmental, social or sustainable factors. Under normal circumstances, the fund invests at least 80 percent of its net assets in securities rated investment grade or unrated securities determined by the adviser to be of comparable quality.Things to note about Metwest Esg Securitized performance evaluation
Checking the ongoing alerts about Metwest Esg for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Metwest Esg Securitized help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Metwest Esg generated a negative expected return over the last 90 days |
- Analyzing Metwest Esg'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 Metwest Esg's stock is overvalued or undervalued compared to its peers.
- Examining Metwest Esg'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 Metwest Esg's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Metwest Esg's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Metwest Esg's mutual fund. These opinions can provide insight into Metwest Esg's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Metwest Mutual Fund
Metwest Esg financial ratios help investors to determine whether Metwest 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 Metwest with respect to the benefits of owning Metwest Esg security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |