Brown Advisory Small Cap Fund Manager Performance Evaluation
| BAUAX Fund | USD 34.50 0.12 0.35% |
The fund shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Brown Advisory's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brown Advisory is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Brown Advisory Small Cap are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Brown Advisory may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio Date | 31st of October 2022 | |
| Expense Ratio | 1.3500 |
Brown |
Brown Advisory Relative Risk vs. Return Landscape
If you would invest 3,133 in Brown Advisory Small Cap on September 12, 2024 and sell it today you would earn a total of 317.00 from holding Brown Advisory Small Cap or generate 10.12% return on investment over 90 days. Brown Advisory Small Cap is currently producing 0.1611% returns and takes up 1.2926% volatility of returns over 90 trading days. Put another way, 11% of traded mutual funds are less volatile than Brown, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Brown Advisory Current Valuation
Fairly Valued
Today
Please note that Brown Advisory's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Brown Advisory Small shows a prevailing Real Value of $34.32 per share. The current price of the fund is $34.5. We determine the value of Brown Advisory Small from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Brown Advisory is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Brown Mutual Fund. However, Brown Advisory'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 34.5 | Real 34.32 | Hype 34.5 | Naive 33.72 |
The intrinsic value of Brown Advisory'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 Brown Advisory'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 Brown Advisory Small Cap helps investors to forecast how Brown 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 Brown Advisory more accurately as focusing exclusively on Brown Advisory's fundamentals will not take into account other important factors: Brown Advisory Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Brown Advisory Small Cap, and traders can use it to determine the average amount a Brown Advisory'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 = 0.1247
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | BAUAX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.29 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Brown Advisory is performing at about 9% 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 Brown Advisory by adding it to a well-diversified portfolio.
Brown Advisory Fundamentals Growth
Brown Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Brown Advisory, and Brown Advisory 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 Brown Mutual Fund performance.
| Price To Earning | 21.13 X | ||||
| Price To Book | 1.82 X | ||||
| Price To Sales | 0.77 X | ||||
| Total Asset | 2.69 M | ||||
About Brown Advisory Performance
Evaluating Brown Advisory's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Brown Advisory 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 Brown Advisory 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 normally invests at least 80 percent of the value of its net assets in equity securities of small capitalization companies. Equity securities include common stock, preferred stock, equity-equivalent securities such as convertible securities, stock futures contracts, equity options, other investment companies, ADRs, REITs and ETFs, and the Adviser may also invest in private placements in these types of securities. Small companies are companies whose market capitalizations are generally less than 6 billion at the time of purchase.Things to note about Brown Advisory Small performance evaluation
Checking the ongoing alerts about Brown Advisory for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Brown Advisory Small help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds 96.13% of its assets under management (AUM) in equities |
- Analyzing Brown Advisory'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 Brown Advisory's stock is overvalued or undervalued compared to its peers.
- Examining Brown Advisory'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 Brown Advisory's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Brown Advisory's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Brown Advisory's mutual fund. These opinions can provide insight into Brown Advisory's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Brown Mutual Fund
Brown Advisory financial ratios help investors to determine whether Brown 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 Brown with respect to the benefits of owning Brown Advisory security.
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