Federated Mutual Fund Manager Performance Evaluation

QAMNX
 Fund
  

USD 17.81  0.20  1.14%   

The fund shows a Beta (market volatility) of -0.0685, which means not very significant fluctuations relative to the market. Let's try to break down what Federated's beta means in this case. As returns on the market increase, returns on owning Federated Hermes are expected to decrease at a much lower rate. During the bear market, Federated Hermes is likely to outperform the market. Even though it is essential to pay attention to Federated Hermes Mdt historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. Federated Hermes Mdt exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
Federated Performance
0 of 100
Over the last 90 days Federated Hermes Mdt has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Federated Hermes is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Federated Price Channel

Fifty Two Week Low17.36
Fifty Two Week High21.54

Federated Hermes Relative Risk vs. Return Landscape

If you would invest  1,870  in Federated Hermes Mdt on May 13, 2022 and sell it today you would lose (109.00)  from holding Federated Hermes Mdt or give up 5.83% of portfolio value over 90 days. Federated Hermes Mdt is currently producing negative expected returns and takes up 0.4262% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Federated, 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 Federated Hermes is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.99 times less risky than the market. the firm trades about -0.23 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.

Federated Hermes Current Valuation

Fairly Valued
Today 17.81
Please note that Federated Hermes' price fluctuation is very steady at this time.
Federated Hermes Mdt shows a prevailing Real Value of $17.9 per share. The current price of the fund is $17.81. At this time, the entity appears to be fairly valued. We determine the value of Federated Hermes Mdt from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued instruments and dropping overvalued instruments since, at some point, stock prices and their ongoing real values will submerge.
Our valuation method for Federated Hermes Mdt is useful when determining the fair value of the Federated mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Federated Hermes. Since Federated Hermes is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Federated Mutual Fund. However, Federated Hermes' 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.
17.90
Real Value
18.33
Upside
Estimating the potential upside or downside of Federated Hermes Mdt helps investors to forecast how Federated 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 Federated Hermes more accurately as focusing exclusively on Federated Hermes' fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.6918.1318.56
Details
Hype
Prediction
LowEstimated ValueHigh
17.3817.8118.24
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
1.201.231.27
Details

Federated Hermes Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Hermes' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Federated Hermes Mdt, and traders can use it to determine the average amount a Federated Hermes' 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 = -0.2288

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Negative ReturnsQAMNX
Estimated Market Risk
 0.43
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 -0.1
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.23
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Federated Hermes 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 Federated Hermes by adding it to a well-diversified portfolio.

About Federated Hermes Performance

To evaluate Federated Hermes Mdt 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 Federated Hermes 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 Federated 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 Federated Hermes Mdt stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Federated'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.
The fund seeks to achieve its objective by selecting long positions in publicly traded common stocks which its quantitative model predicts will achieve above-market returns, and short positions in publicly traded common stocks which the funds quantitative model predicts will achieve below-market returns. Federated Hermes is traded on NASDAQ Exchange in the United States.

Things to note about Federated Hermes Mdt

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

Federated Hermes Alerts

Equity Alerts and Improvement Suggestions

Federated Hermes Mdt generated a negative expected return over the last 90 days
Federated Hermes Mdt is unlikely to experience financial distress in the next 2 years
The fund maintains about 98.04% of its assets in cash
Please see Your Equity Center. Note that the Federated Hermes Mdt information on this page should be used as a complementary analysis to other Federated Hermes' 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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Federated Mutual Fund analysis

When running Federated Hermes Mdt price analysis, check to measure Federated Hermes' 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 Federated Hermes is operating at the current time. Most of Federated Hermes' value examination focuses on studying past and present price action to predict the probability of Federated Hermes' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Federated Hermes' price. Additionally, you may evaluate how the addition of Federated Hermes to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Federated Hermes' value and its price as these two are different measures arrived at by different means. Investors typically determine Federated Hermes value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Hermes' 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.