Cavanal Hill Hedged Fund Manager Performance Evaluation
| APLIX Fund | USD 11.64 0.01 0.09% |
The fund shows a Beta (market volatility) of 0.0338, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cavanal Hill's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cavanal Hill is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Cavanal Hill Hedged are ranked lower than 11 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Cavanal Hill is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreCavanal |
Cavanal Hill Relative Risk vs. Return Landscape
If you would invest 1,116 in Cavanal Hill Hedged on September 15, 2024 and sell it today you would earn a total of 48.00 from holding Cavanal Hill Hedged or generate 4.3% return on investment over 90 days. Cavanal Hill Hedged is currently producing 0.0669% returns and takes up 0.4596% volatility of returns over 90 trading days. Put another way, 4% of traded mutual funds are less volatile than Cavanal, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Cavanal Hill Current Valuation
Fairly Valued
Today
Please note that Cavanal Hill's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Cavanal Hill Hedged shows a prevailing Real Value of $11.7 per share. The current price of the fund is $11.64. We determine the value of Cavanal Hill Hedged 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 Cavanal Hill is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Cavanal Mutual Fund. However, Cavanal Hill'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 11.64 | Real 11.7 | Hype 11.63 |
The intrinsic value of Cavanal Hill'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 Cavanal Hill'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 Cavanal Hill Hedged helps investors to forecast how Cavanal 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 Cavanal Hill more accurately as focusing exclusively on Cavanal Hill's fundamentals will not take into account other important factors: Cavanal Hill Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cavanal Hill's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Cavanal Hill Hedged, and traders can use it to determine the average amount a Cavanal Hill'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 = 0.1455
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| Cash | APLIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.46 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Cavanal Hill is performing at about 11% 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 Cavanal Hill by adding it to a well-diversified portfolio.
Cavanal Hill Fundamentals Growth
Cavanal Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Cavanal Hill, and Cavanal Hill 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 Cavanal Mutual Fund performance.
| Price To Earning | 14.66 X | ||||
| Price To Book | 2.79 X | ||||
| Price To Sales | 1.36 X | ||||
| Total Asset | 35.23 M | ||||
About Cavanal Hill Performance
Evaluating Cavanal Hill's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Cavanal Hill 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 Cavanal Hill 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 dividend paying equity securities, with at least 80 percent of its net assets in income generating equity securities and equity-related instruments traded on U.S. exchanges. The advisor includes common stocks and securities convertible into common stocks of companies with any market capitalization and sponsored or unsponsored American Depositary Receipts . The fund is non-diversified.Things to note about Cavanal Hill Hedged performance evaluation
Checking the ongoing alerts about Cavanal Hill for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Cavanal Hill Hedged help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cavanal Hill Hedged has annual holdings turnover of about 131.0% suggesting active trading | |
| This fund holds 98.71% of its assets under management (AUM) in equities |
- Analyzing Cavanal Hill'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 Cavanal Hill's stock is overvalued or undervalued compared to its peers.
- Examining Cavanal Hill'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 Cavanal Hill's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cavanal Hill's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Cavanal Hill's mutual fund. These opinions can provide insight into Cavanal Hill's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Cavanal Mutual Fund
Cavanal Hill financial ratios help investors to determine whether Cavanal 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 Cavanal with respect to the benefits of owning Cavanal Hill security.
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