The Arbitrage Credit Fund Manager Performance Evaluation
| AGCAX Fund | USD 9.77 0.01 0.10% |
The fund shows a Beta (market volatility) of -0.0083, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arbitrage Credit are expected to decrease at a much lower rate. During the bear market, Arbitrage Credit is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in The Arbitrage Credit are ranked lower than 12 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Arbitrage Credit is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.3000 |
Arbitrage |
Arbitrage Credit Relative Risk vs. Return Landscape
If you would invest 969.00 in The Arbitrage Credit on September 13, 2024 and sell it today you would earn a total of 8.00 from holding The Arbitrage Credit or generate 0.83% return on investment over 90 days. The Arbitrage Credit is currently producing 0.0131% returns and takes up 0.0816% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Arbitrage, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Arbitrage Credit Current Valuation
Overvalued
Today
Please note that Arbitrage Credit's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Arbitrage Credit shows a prevailing Real Value of $8.98 per share. The current price of the fund is $9.77. We determine the value of Arbitrage Credit 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 Arbitrage Credit is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Arbitrage Mutual Fund. However, Arbitrage Credit'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 9.77 | Real 8.98 | Hype 9.77 | Naive 9.78 |
The intrinsic value of Arbitrage Credit'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 Arbitrage Credit'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 The Arbitrage Credit helps investors to forecast how Arbitrage 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 Arbitrage Credit more accurately as focusing exclusively on Arbitrage Credit's fundamentals will not take into account other important factors: Arbitrage Credit Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbitrage Credit's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Arbitrage Credit, and traders can use it to determine the average amount a Arbitrage Credit'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 = 0.1604
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| AGCAX |
Based on monthly moving average Arbitrage Credit 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 Arbitrage Credit by adding it to a well-diversified portfolio.
Arbitrage Credit Fundamentals Growth
Arbitrage Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Arbitrage Credit, and Arbitrage Credit 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 Arbitrage Mutual Fund performance.
| Price To Earning | 85.43 X | ||||
| Price To Book | 3.87 X | ||||
| Price To Sales | 5.29 X | ||||
| Total Asset | 125.53 M | ||||
About Arbitrage Credit Performance
Evaluating Arbitrage Credit's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Arbitrage Credit 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 Arbitrage Credit 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 primarily in a portfolio of debt securities including corporate bonds and debentures , bank loans, convertible and preferred securities, credit default swaps and other debt instruments and derivatives that the funds investment adviser believes have debt-like characteristics. It invests in both U.S. and foreign debt securities. The principal types of derivatives in which the fund may invest are credit default swaps, interest rate swaps, total return swaps, futures and options.Things to note about Arbitrage Credit performance evaluation
Checking the ongoing alerts about Arbitrage Credit for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Arbitrage Credit 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 about 11.57% of its assets under management (AUM) in cash |
- Analyzing Arbitrage Credit'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 Arbitrage Credit's stock is overvalued or undervalued compared to its peers.
- Examining Arbitrage Credit'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 Arbitrage Credit's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arbitrage Credit's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Arbitrage Credit's mutual fund. These opinions can provide insight into Arbitrage Credit's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Arbitrage Mutual Fund
Arbitrage Credit financial ratios help investors to determine whether Arbitrage 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 Arbitrage with respect to the benefits of owning Arbitrage Credit security.
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