Global Real Estate Fund Manager Performance Evaluation
| GREYX Fund | USD 9.31 0.04 0.43% |
The fund retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Real is expected to be smaller as well.
Risk-Adjusted Performance
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Weak | Strong |
Very Weak
Over the last 90 days Global Real Estate has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Global Real is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.9000 |
Global |
Global Real Relative Risk vs. Return Landscape
If you would invest 992.00 in Global Real Estate on September 16, 2024 and sell it today you would lose (61.00) from holding Global Real Estate or give up 6.15% of portfolio value over 90 days. Global Real Estate is currently producing negative expected returns and takes up 0.7178% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Global, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Global Real Current Valuation
Fairly Valued
Today
Please note that Global Real's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Global Real Estate retains a regular Real Value of $9.38 per share. The prevalent price of the fund is $9.31. We determine the value of Global Real Estate 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 Global Real is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Global Mutual Fund. However, Global Real'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 9.31 | Real 9.38 | Hype 9.31 | Naive 9.11 |
The intrinsic value of Global Real'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 Global Real'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 Global Real Estate helps investors to forecast how Global 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 Global Real more accurately as focusing exclusively on Global Real's fundamentals will not take into account other important factors: Global Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Real's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Global Real Estate, and traders can use it to determine the average amount a Global Real'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 = -0.1324
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| Negative Returns | GREYX |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Global Real 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 Global Real by adding Global Real to a well-diversified portfolio.
Global Real Fundamentals Growth
Global Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Global Real, and Global Real 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 Global Mutual Fund performance.
| Total Asset | 225.42 M | ||||
About Global Real Performance
Evaluating Global Real's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Global Real 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 Global Real 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 mainly in equity securities of real estate investment trusts and other real estate related companies. The adviser defines a real estate related company as one that derives at least 50 percent of its revenue from, or has at least 50 percent of the value of its assets in, real estate, including the ownership, construction, management or sale of real estate.Things to note about Global Real Estate performance evaluation
Checking the ongoing alerts about Global Real for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Global Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Global Real Estate generated a negative expected return over the last 90 days | |
| The fund generated three year return of -2.0% | |
| Global Real Estate retains 95.22% of its assets under management (AUM) in equities |
- Analyzing Global Real'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 Global Real's stock is overvalued or undervalued compared to its peers.
- Examining Global Real'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 Global Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Global Real's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Global Real's mutual fund. These opinions can provide insight into Global Real's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Global Mutual Fund
Global Real financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Real security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |