Segall Bryant Hamill Fund Manager Performance Evaluation
| SBHAX Fund | USD 24.29 0.11 0.45% |
The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Segall Bryant's returns are expected to increase less than the market. However, during the bear market, the loss of holding Segall Bryant is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Segall Bryant Hamill are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Segall Bryant may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio Date | 1st of May 2023 | |
| Expense Ratio | 0.8400 |
Segall |
Segall Bryant Relative Risk vs. Return Landscape
If you would invest 2,270 in Segall Bryant Hamill on September 3, 2024 and sell it today you would earn a total of 159.00 from holding Segall Bryant Hamill or generate 7.0% return on investment over 90 days. Segall Bryant Hamill is currently producing 0.1082% returns and takes up 0.6912% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Segall, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Segall Bryant Current Valuation
Fairly Valued
Today
Please note that Segall Bryant's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Segall Bryant Hamill has a current Real Value of $24.03 per share. The regular price of the fund is $24.29. We determine the value of Segall Bryant Hamill 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 Segall Bryant is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Segall Mutual Fund. However, Segall Bryant'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 24.29 | Real 24.03 | Hype 24.29 | Naive 24.35 |
The intrinsic value of Segall Bryant'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 Segall Bryant'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 Segall Bryant Hamill helps investors to forecast how Segall 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 Segall Bryant more accurately as focusing exclusively on Segall Bryant's fundamentals will not take into account other important factors: Segall Bryant Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Segall Bryant's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Segall Bryant Hamill, and traders can use it to determine the average amount a Segall Bryant'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 = 0.1565
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SBHAX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Segall Bryant 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 Segall Bryant by adding it to a well-diversified portfolio.
Segall Bryant Fundamentals Growth
Segall Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Segall Bryant, and Segall Bryant 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 Segall Mutual Fund performance.
| Price To Earning | 21.43 X | |||
| Price To Book | 2.64 X | |||
| Price To Sales | 2.15 X | |||
| Total Asset | 133.69 M | |||
About Segall Bryant Performance
Evaluating Segall Bryant's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Segall Bryant 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 Segall Bryant 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 will invest at least 80 percent of its net assets in equity securities of companies of any size, including small- and mid-capitalization companies. It will primarily invest in common stock of companies traded on U.S. exchanges with market capitalization in excess of 1 billion.Things to note about Segall Bryant Hamill performance evaluation
Checking the ongoing alerts about Segall Bryant for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Segall Bryant Hamill help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Segall Bryant's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Segall Bryant's mutual fund performance include:- Analyzing Segall Bryant'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 Segall Bryant's stock is overvalued or undervalued compared to its peers.
- Examining Segall Bryant'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 Segall Bryant's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Segall Bryant's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Segall Bryant's mutual fund. These opinions can provide insight into Segall Bryant's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Segall Mutual Fund
Segall Bryant financial ratios help investors to determine whether Segall 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 Segall with respect to the benefits of owning Segall Bryant security.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |