Brown Mutual Fund Manager Performance Evaluation

BADAX
 Fund
  

USD 15.09  0.07  0.47%   

The fund shows a Beta (market volatility) of 1.0169, which signifies a somewhat significant risk relative to the market. Let's try to break down what Brown's beta means in this case. Brown Advisory returns are very sensitive to returns on the market. As the market goes up or down, Brown Advisory is expected to follow. Although it is important to respect Brown Advisory Equity historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Brown Advisory Equity technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future.
  
Brown Performance
9 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Brown Advisory Equity are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Brown Advisory may actually be approaching a critical reversion point that can send shares even higher in September 2022.
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Brown Price Channel

Fifty Two Week Low13.14
Fifty Two Week High17.52

Brown Advisory Relative Risk vs. Return Landscape

If you would invest  1,389  in Brown Advisory Equity on May 19, 2022 and sell it today you would earn a total of  120.00  from holding Brown Advisory Equity or generate 8.64% return on investment over 90 days. Brown Advisory Equity is currently producing 0.1406% returns and takes up 1.184% volatility of returns over 90 trading days. Put another way, 10% of traded mutual funds are less volatile than Brown, and 98% 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 Brown Advisory is expected to generate 1.08 times less return on investment than the market. In addition to that, the company is 1.01 times more volatile than its market benchmark. It trades about 0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

Brown Advisory Current Valuation

Fairly Valued
Today 15.09
Please note that Brown Advisory's price fluctuation is very steady at this time.
Brown Advisory Equity shows a prevailing Real Value of $14.84 per share. The current price of the fund is $15.09. At this time, the entity appears to be fairly valued. We determine the value of Brown Advisory Equity from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Our valuation method for Brown Advisory Equity is useful when determining the fair value of the Brown mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Brown Advisory. Since Brown Advisory is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Brown Mutual Fund. However, Brown Advisory'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.
14.84
Real Value
16.02
Upside
Estimating the potential upside or downside of Brown Advisory Equity helps investors to forecast how Brown 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 Brown Advisory more accurately as focusing exclusively on Brown Advisory's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
13.9315.1116.29
Details

Brown Advisory Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Brown Advisory's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Brown Advisory Equity, and traders can use it to determine the average amount a Brown Advisory'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 = 0.1188

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Estimated Market Risk
 1.18
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.12
  actual daily
 
 9 %
of total potential
 
99
Based on monthly moving average Brown Advisory is performing at about 9% 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 Brown Advisory by adding it to a well-diversified portfolio.

About Brown Advisory Performance

To evaluate Brown Advisory Equity 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 Brown Advisory 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 Brown 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 Brown Advisory Equity market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Brown'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 normally invests at least 80 percent of the value of its net assets in a diversified portfolio of dividend paying equity securities. Brown Advisory is traded on NASDAQ Exchange in the United States.

Things to note about Brown Advisory Equity

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

Brown Advisory Alerts

Equity Alerts and Improvement Suggestions

On 30th of June 2022 Brown Advisory paid $ 0.0476 per share dividend to its current shareholders
Latest headline from www.numismaticnews.net: Themes for Michigan Innovation Dollars - Numismatic News
The fund holds 96.67% of its assets under management (AUM) in equities
Continue to Trending Equities. Note that the Brown Advisory Equity information on this page should be used as a complementary analysis to other Brown Advisory'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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

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