Smead Value Fund Manager Performance Evaluation
| SVFYX Fund | USD 85.94 0.32 0.37% |
The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Smead Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Smead Value 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 Smead Value Fund are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Smead Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.8200 |
Smead |
Smead Value Relative Risk vs. Return Landscape
If you would invest 8,378 in Smead Value Fund on August 31, 2024 and sell it today you would earn a total of 216.00 from holding Smead Value Fund or generate 2.58% return on investment over 90 days. Smead Value Fund is currently producing 0.0434% returns and takes up 0.7835% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Smead, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Smead Value Current Valuation
Overvalued
Today
Please note that Smead Value's price fluctuation is very steady at this time. At this time, the fund appears to be overvalued. Smead Value Fund has a current Real Value of $78.73 per share. The regular price of the fund is $85.94. We determine the value of Smead Value Fund 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 Smead Value is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Smead Mutual Fund. However, Smead Value'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 85.94 | Real 78.73 | Hype 85.94 | Naive 86.19 |
The intrinsic value of Smead Value'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 Smead Value'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 Smead Value Fund helps investors to forecast how Smead 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 Smead Value more accurately as focusing exclusively on Smead Value's fundamentals will not take into account other important factors: Smead Value Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smead Value's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Smead Value Fund, and traders can use it to determine the average amount a Smead Value'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 = 0.0554
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVFYX |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Smead Value 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 Smead Value by adding it to a well-diversified portfolio.
Smead Value Fundamentals Growth
Smead Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Smead Value, and Smead Value 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 Smead Mutual Fund performance.
| Total Asset | 3.88 B | ||||
About Smead Value Performance
Evaluating Smead Value's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Smead Value 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 Smead Value 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.
To achieve its investment objective, the fund will maintain approximately 25-30 companies in its portfolio and will invest in the common stocks of large capitalization U.S. companies. The funds manager considers large-cap companies to be those publicly traded U.S. companies with capitalizations exceeding 5 billion. It is non-diversified.Things to note about Smead Value Fund performance evaluation
Checking the ongoing alerts about Smead Value for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Smead Value Fund help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 5.87% of its assets in cash |
- Analyzing Smead Value'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 Smead Value's stock is overvalued or undervalued compared to its peers.
- Examining Smead Value'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 Smead Value's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Smead Value's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Smead Value's mutual fund. These opinions can provide insight into Smead Value's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Smead Mutual Fund
Smead Value financial ratios help investors to determine whether Smead 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 Smead with respect to the benefits of owning Smead Value security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |