Fuller Thaler Behavioral Fund Manager Performance Evaluation
| FTHNX Fund | USD 52.35 0.04 0.08% |
The fund shows a Beta (market volatility) of 1.29, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fuller Thaler will likely underperform.
Risk-Adjusted Performance
15 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Fuller Thaler Behavioral are ranked lower than 15 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Fuller Thaler may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...more| Expense Ratio Date | 30th of January 2023 | |
| Expense Ratio | 1.0500 |
FULLER |
Fuller Thaler Relative Risk vs. Return Landscape
If you would invest 4,622 in Fuller Thaler Behavioral on September 3, 2024 and sell it today you would earn a total of 613.00 from holding Fuller Thaler Behavioral or generate 13.26% return on investment over 90 days. Fuller Thaler Behavioral is currently producing 0.2% returns and takes up 1.0326% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than FULLER, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Fuller Thaler Current Valuation
Fairly Valued
Today
Please note that Fuller Thaler's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Fuller Thaler Behavioral shows a prevailing Real Value of $51.52 per share. The current price of the fund is $52.35. We determine the value of Fuller Thaler Behavioral 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 Fuller Thaler is currently traded on the exchange, buyers and sellers on that exchange determine the market value of FULLER Mutual Fund. However, Fuller Thaler'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 52.35 | Real 51.52 | Hype 52.35 | Naive 52.14 |
The intrinsic value of Fuller Thaler'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 Fuller Thaler'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 Fuller Thaler Behavioral helps investors to forecast how FULLER 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 Fuller Thaler more accurately as focusing exclusively on Fuller Thaler's fundamentals will not take into account other important factors: Fuller Thaler Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuller Thaler's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Fuller Thaler Behavioral, and traders can use it to determine the average amount a Fuller Thaler'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 = 0.1936
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FTHNX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average Fuller Thaler is performing at about 15% 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 Fuller Thaler by adding it to a well-diversified portfolio.
Fuller Thaler Fundamentals Growth
FULLER Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Fuller Thaler, and Fuller Thaler 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 FULLER Mutual Fund performance.
| Total Asset | 347.48 M | |||
About Fuller Thaler Performance
Evaluating Fuller Thaler's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Fuller Thaler 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 Fuller Thaler 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 at least 80 percent of its net assets in common stocks of small capitalization companies based in the U.S. The fund managers consider a company to be based in the U.S. if it is publicly traded in the U.S. and it satisfies one or more of the following additional criteria it is incorporated in the U.S., it is headquartered in the U.S., its reported assets are primarily located in the U.S., or it derives the majority of its revenue from the U.S.Things to note about Fuller Thaler Behavioral performance evaluation
Checking the ongoing alerts about Fuller Thaler for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Fuller Thaler Behavioral 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 about 9.54% of its assets under management (AUM) in cash |
- Analyzing Fuller Thaler'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 Fuller Thaler's stock is overvalued or undervalued compared to its peers.
- Examining Fuller Thaler'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 Fuller Thaler's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fuller Thaler's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Fuller Thaler's mutual fund. These opinions can provide insight into Fuller Thaler's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in FULLER Mutual Fund
Fuller Thaler financial ratios help investors to determine whether FULLER 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 FULLER with respect to the benefits of owning Fuller Thaler security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |