Green Century Equity Fund Manager Performance Evaluation

GCEQX Fund  USD 94.49  0.18  0.19%   
The fund retains a Market Volatility (i.e., Beta) of 0.0584, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Green Century's returns are expected to increase less than the market. However, during the bear market, the loss of holding Green Century 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 Green Century Equity are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Green Century may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more
Expense Ratio Date28th of November 2022
Expense Ratio1.2000
  

Green Century Relative Risk vs. Return Landscape

If you would invest  8,806  in Green Century Equity on September 13, 2024 and sell it today you would earn a total of  643.00  from holding Green Century Equity or generate 7.3% return on investment over 90 days. Green Century Equity is currently producing 0.1145% returns and takes up 0.7184% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Green, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Green Century is expected to generate 0.98 times more return on investment than the market. However, the company is 1.02 times less risky than the market. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.14 per unit of risk.

Green Century Current Valuation

Undervalued
Today
94.49
Please note that Green Century's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Green Century Equity retains a regular Real Value of $102.12 per share. The prevalent price of the fund is $94.49. We determine the value of Green Century Equity from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Green Century is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Green Mutual Fund. However, Green Century'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  94.49 Real  102.12 Hype  94.49 Naive  94.73
The intrinsic value of Green Century'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 Green Century'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.
102.12
Real Value
102.84
Upside
Estimating the potential upside or downside of Green Century Equity helps investors to forecast how Green 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 Green Century more accurately as focusing exclusively on Green Century's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
92.7994.2295.65
Details
Hype
Prediction
LowEstimatedHigh
93.7794.4995.21
Details
Naive
Forecast
LowNext ValueHigh
94.0194.7395.46
Details

Green Century Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Century's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Green Century Equity, and traders can use it to determine the average amount a Green Century'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 = 0.1593

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashGCEQXAverage RiskHigh RiskHuge Risk
Negative Returns

Estimated Market Risk

 0.72
  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 Green Century 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 Green Century by adding it to a well-diversified portfolio.

Green Century Fundamentals Growth

Green Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Green Century, and Green Century 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 Green Mutual Fund performance.

About Green Century Performance

Evaluating Green Century's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Green Century 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 Green Century 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 invests substantially all of its assets in the common stocks which make up the underlying index. The underlying index is comprised of the common stocks of the approximately 400 companies in the MSCI KLD 400 Social Index, minus the stocks of the companies that explore for, extract, produce, manufacture or refine coal, oil or gas produce or transmit electricity derived from fossil fuels or transmit natural gas or have carbon reserves.

Things to note about Green Century Equity performance evaluation

Checking the ongoing alerts about Green Century for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Green Century Equity 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 99.83% of its assets under management (AUM) in equities
Evaluating Green Century's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Green Century's mutual fund performance include:
  • Analyzing Green Century'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 Green Century's stock is overvalued or undervalued compared to its peers.
  • Examining Green Century'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 Green Century's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Green Century's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Green Century's mutual fund. These opinions can provide insight into Green Century's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Green Century's mutual fund performance is not an exact science, and many factors can impact Green Century's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Green Mutual Fund

Green Century financial ratios help investors to determine whether Green 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 Green with respect to the benefits of owning Green Century security.
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
Commodity Channel
Use Commodity Channel Index to analyze current equity momentum
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like