Parametric International Equity Fund Manager Performance Evaluation
| EAISX Fund | USD 14.72 0.11 0.74% |
The fund holds a Beta of 0.066, which implies not very significant fluctuations relative to the market. As returns on the market increase, Parametric International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric International is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Parametric International Equity has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Parametric International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 1st of June 2023 | |
| Expense Ratio | 0.7600 |
Parametric |
Parametric International Relative Risk vs. Return Landscape
If you would invest 1,554 in Parametric International Equity on September 14, 2024 and sell it today you would lose (71.00) from holding Parametric International Equity or give up 4.57% of portfolio value over 90 days. Parametric International Equity is currently producing negative expected returns and takes up 0.6962% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Parametric, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Parametric International Current Valuation
Fairly Valued
Today
Please note that Parametric International's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Parametric International holds a recent Real Value of $14.91 per share. The prevailing price of the fund is $14.72. We determine the value of Parametric International from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Parametric International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Parametric Mutual Fund. However, Parametric International'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 14.72 | Real 14.91 | Hype 14.83 | Naive 14.96 |
The intrinsic value of Parametric International'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 Parametric International'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 Parametric International Equity helps investors to forecast how Parametric 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 Parametric International more accurately as focusing exclusively on Parametric International's fundamentals will not take into account other important factors: Parametric International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parametric International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Parametric International Equity, and traders can use it to determine the average amount a Parametric International'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 = -0.1032
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EAISX |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Parametric International 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 Parametric International by adding Parametric International to a well-diversified portfolio.
Parametric International Fundamentals Growth
Parametric Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Parametric International, and Parametric International 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 Parametric Mutual Fund performance.
| Price To Earning | 17.01 X | ||||
| Price To Book | 1.66 X | ||||
| Price To Sales | 1.10 X | ||||
| Total Asset | 41.55 M | ||||
About Parametric International Performance
Evaluating Parametric International's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Parametric International 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 Parametric International 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.
Under normal market conditions, the fund invests at least 80 percent of its net assets in a diversified portfolio of equity securities . It invests primarily in companies domiciled in and tied economically to one or more countries represented in the MSCI Europe, Australasia, Far East Index and may include securities trading in the form of depositary receipts.Things to note about Parametric International performance evaluation
Checking the ongoing alerts about Parametric International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Parametric International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Parametric International generated a negative expected return over the last 90 days | |
| The fund retains 99.67% of its assets under management (AUM) in equities |
- Analyzing Parametric International'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 Parametric International's stock is overvalued or undervalued compared to its peers.
- Examining Parametric International'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 Parametric International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Parametric International's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Parametric International's mutual fund. These opinions can provide insight into Parametric International's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Parametric Mutual Fund
Parametric International financial ratios help investors to determine whether Parametric 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 Parametric with respect to the benefits of owning Parametric International security.
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| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |