Elfun Diversified Fund Manager Performance Evaluation
| ELDFX Fund | USD 20.20 0.02 0.1% |
The fund shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Elfun Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Elfun Diversified is expected to be smaller as well.
Risk-Adjusted Performance
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Weak | Strong |
Very Weak
Over the last 90 days Elfun Diversified Fund has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio | 0.3400 |
Elfun |
Elfun Diversified Relative Risk vs. Return Landscape
If you would invest 2,167 in Elfun Diversified Fund on October 7, 2024 and sell it today you would lose (147.00) from holding Elfun Diversified Fund or give up 6.78% of portfolio value over 90 days. Elfun Diversified Fund is currently producing negative expected returns and takes up 0.9281% volatility of returns over 90 trading days. Put another way, 8% of traded mutual funds are less volatile than Elfun, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Elfun Diversified Current Valuation
Fairly Valued
Today
Please note that Elfun Diversified's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Elfun Diversified shows a prevailing Real Value of $20.44 per share. The current price of the fund is $20.2. We determine the value of Elfun Diversified from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Since Elfun Diversified is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Elfun Mutual Fund. However, Elfun Diversified'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 20.2 | Real 20.44 | Hype 20.2 | Naive 19.58 |
The intrinsic value of Elfun Diversified'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 Elfun Diversified'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 Elfun Diversified Fund helps investors to forecast how Elfun 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 Elfun Diversified more accurately as focusing exclusively on Elfun Diversified's fundamentals will not take into account other important factors: Elfun Diversified Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elfun Diversified's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Elfun Diversified Fund, and traders can use it to determine the average amount a Elfun Diversified'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 = -0.1153
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ELDFX |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Elfun Diversified 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 Elfun Diversified by adding Elfun Diversified to a well-diversified portfolio.
Elfun Diversified Fundamentals Growth
Elfun Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Elfun Diversified, and Elfun Diversified 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 Elfun Mutual Fund performance.
| Price To Earning | 17.70 X | |||
| Price To Book | 1.99 X | |||
| Price To Sales | 1.86 X | |||
| Total Asset | 211.82 M | |||
About Elfun Diversified Performance
Evaluating Elfun Diversified's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Elfun Diversified 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 Elfun Diversified 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 funds investments in U.S. equity securities are achieved primarily through a passive or indexing investment approach of investing all or substantially all of its assets allocated to domestic equity investments directly in the securities that constitute the SP 500 Index. The SP 500 is a well-known stock market index that includes common stocks of 500 companies from a number of sectors and that measures the performance of the large-cap sector of the U.S. equities market.Things to note about Elfun Diversified performance evaluation
Checking the ongoing alerts about Elfun Diversified for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Elfun Diversified help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Elfun Diversified generated a negative expected return over the last 90 days | |
| The fund retains 97.74% of its assets under management (AUM) in equities |
- Analyzing Elfun Diversified'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 Elfun Diversified's stock is overvalued or undervalued compared to its peers.
- Examining Elfun Diversified'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 Elfun Diversified's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Elfun Diversified's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Elfun Diversified's mutual fund. These opinions can provide insight into Elfun Diversified's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Elfun Mutual Fund
Elfun Diversified financial ratios help investors to determine whether Elfun 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 Elfun with respect to the benefits of owning Elfun Diversified security.
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