Western Asset Mortgage Fund Manager Performance Evaluation
| DMO Fund | USD 11.96 0.04 0.34% |
The entity maintains a market beta of 0.0495, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Western Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Western Asset is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Western Asset Mortgage are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of very healthy primary indicators, Western Asset is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 27th of December 2019 | |
| Expense Ratio | 2.2300 |
Western |
Western Asset Relative Risk vs. Return Landscape
If you would invest 1,160 in Western Asset Mortgage on August 31, 2024 and sell it today you would earn a total of 36.00 from holding Western Asset Mortgage or generate 3.1% return on investment over 90 days. Western Asset Mortgage is generating 0.0496% of daily returns assuming volatility of 0.4745% on return distribution over 90 days investment horizon. In other words, 4% of funds are less volatile than Western, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Western Asset Current Valuation
Fairly Valued
Today
Please note that Western Asset's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Western Asset Mortgage maintains a prevalent Real Value of $11.93 per share. The last-minute price of the fund is $11.96. We determine the value of Western Asset Mortgage from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage obtaining undervalued funds and abandoning overvalued funds since, at some point, fund prices and their ongoing real values will grow together.
Since Western Asset is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Western Fund. However, Western Asset'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 11.96 | Real 11.93 | Hype 11.96 | Naive 11.97 |
The intrinsic value of Western Asset'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 Western Asset'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 Western Asset Mortgage helps investors to forecast how Western 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 Western Asset more accurately as focusing exclusively on Western Asset's fundamentals will not take into account other important factors: Western Asset Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Western Asset's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Western Asset Mortgage, and traders can use it to determine the average amount a Western Asset'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 = 0.1046
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DMO |
Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Western Asset is performing at about 8% 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 Western Asset by adding it to a well-diversified portfolio.
Western Asset Fundamentals Growth
Western Fund prices reflect investors' perceptions of the future prospects and financial health of Western Asset, and Western Asset 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 Western Fund performance.
| Return On Equity | -3.99 | |||
| Return On Asset | 3.04 | |||
| Profit Margin | (43.80) % | |||
| Operating Margin | 82.53 % | |||
| Current Valuation | 205.85 M | |||
| Shares Outstanding | 11.33 M | |||
| Price To Earning | 6.07 X | |||
| Price To Book | 0.75 X | |||
| Price To Sales | 8.72 X | |||
| Revenue | 14.51 M | |||
| Cash And Equivalents | 5.74 K | |||
| Total Debt | 84.31 M | |||
| Debt To Equity | 0.56 % | |||
| Book Value Per Share | 14.97 X | |||
| Cash Flow From Operations | (14.44 M) | |||
| Earnings Per Share | (2.70) X | |||
| Total Asset | 26.73 M | |||
About Western Asset Performance
By examining Western Asset's fundamental ratios, stakeholders can obtain critical insights into Western Asset's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Western Asset is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Western Asset Mortgage Opportunity Fund Inc. is a closed ended fixed income mutual fund launched and managed by Legg Mason Partners Fund Advisor, LLC. The fund is co-managed Western Asset Management Company and Western Asset Management Company Limited. It invests in the fixed income markets of the United States. The fund invests primarily in mortgage-backed securities. It employs intensive proprietary research to create its portfolio. The fund benchmarks the performance of its portfolio against the BofA Merrill Lynch U.S. Floating Rate Home Equity Loan Asset Backed Securities Index. Western Asset Mortgage Opportunity Fund Inc. was formed on December 11, 2009 and is domiciled in the United States.Things to note about Western Asset Mortgage performance evaluation
Checking the ongoing alerts about Western Asset for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Western Asset Mortgage 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 all of the assets under management (AUM) in different types of exotic instruments |
- Analyzing Western Asset'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 Western Asset's stock is overvalued or undervalued compared to its peers.
- Examining Western Asset'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 Western Asset's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Western Asset's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Western Asset's fund. These opinions can provide insight into Western Asset's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Western Fund
Western Asset financial ratios help investors to determine whether Western 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 Western with respect to the benefits of owning Western Asset security.
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