ARREX Mutual Fund Manager Performance Evaluation

ARREX
 Fund
  

USD 25.39  0.99  3.75%   

The fund owns a Beta (Systematic Risk) of 1.0559, which implies a somewhat significant risk relative to the market. Let's try to break down what ARREX's beta means in this case. REAL ESTATE returns are very sensitive to returns on the market. As the market goes up or down, REAL ESTATE is expected to follow. Even though it is essential to pay attention to REAL ESTATE FUND existing price patterns, it is always good to be careful when utilizing equity price patterns. Our philosophy towards forecasting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. REAL ESTATE exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
ARREX Performance
0 of 100
Over the last 90 days REAL ESTATE FUND has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, REAL ESTATE is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
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ARREX Price Channel

Fifty Two Week Low22.74
Fifty Two Week High36.03

REAL ESTATE Relative Risk vs. Return Landscape

If you would invest  2,739  in REAL ESTATE FUND on September 2, 2022 and sell it today you would lose (101.00)  from holding REAL ESTATE FUND or give up 3.69% of portfolio value over 90 days. REAL ESTATE FUND is currently producing negative expected returns and takes up 1.9193% volatility of returns over 90 trading days. Put another way, 16% of traded mutual funds are less volatile than ARREX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon REAL ESTATE is expected to under-perform the market. In addition to that, the company is 1.26 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.08 per unit of volatility.

REAL ESTATE Current Valuation

Fairly Valued
Today 25.39
Please note that REAL ESTATE's price fluctuation is very steady at this time.
REAL ESTATE FUND owns a latest Real Value of $26.23 per share. The recent price of the fund is $25.39. At this time, the fund appears to be fairly valued. We determine the value of REAL ESTATE FUND 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, in the future, mutual fund prices and their ongoing real values will converge.
Our valuation method for REAL ESTATE FUND is useful when determining the fair value of the ARREX mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of REAL ESTATE. Since REAL ESTATE is currently traded on the exchange, buyers and sellers on that exchange determine the market value of ARREX Mutual Fund. However, REAL ESTATE'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.
26.23
Real Value
28.14
Upside
Estimating the potential upside or downside of REAL ESTATE FUND helps investors to forecast how ARREX 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 REAL ESTATE more accurately as focusing exclusively on REAL ESTATE's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.5724.6626.76
Details
Hype
Prediction
LowEstimated ValueHigh
24.4726.3828.29
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.380.390.40
Details

REAL ESTATE Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for REAL ESTATE's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as REAL ESTATE FUND, and traders can use it to determine the average amount a REAL ESTATE'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 = -0.0222

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Negative ReturnsARREX
Estimated Market Risk
 1.92
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 -0.04
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.02
  actual daily
 
 0 %
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00
Based on monthly moving average REAL ESTATE is performing at about 0% 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 REAL ESTATE by adding it to a well-diversified portfolio.

About REAL ESTATE Performance

To evaluate REAL ESTATE FUND Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when REAL ESTATE generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare ARREX Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand REAL ESTATE FUND market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents ARREX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
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 equity securities issued by real estate investment trusts and other companies engaged in the real estate industry. American Century is traded on NASDAQ Exchange in the United States.

Things to note about REAL ESTATE FUND

Checking the ongoing alerts about REAL ESTATE for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for REAL ESTATE FUND help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

REAL ESTATE Alerts

Equity Alerts and Improvement Suggestions

REAL ESTATE FUND generated a negative expected return over the last 90 days
The fund holds 97.4% of its assets under management (AUM) in equities
Please continue to Trending Equities. Note that the REAL ESTATE FUND information on this page should be used as a complementary analysis to other REAL ESTATE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

Complementary Tools for ARREX Mutual Fund analysis

When running REAL ESTATE FUND price analysis, check to measure REAL ESTATE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy REAL ESTATE is operating at the current time. Most of REAL ESTATE's value examination focuses on studying past and present price action to predict the probability of REAL ESTATE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move REAL ESTATE's price. Additionally, you may evaluate how the addition of REAL ESTATE to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between REAL ESTATE's value and its price as these two are different measures arrived at by different means. Investors typically determine REAL ESTATE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, REAL ESTATE's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.