Federated Mutual Fund Manager Performance Evaluation

QAACX -  USA Fund  

USD 31.46  1.48  4.49%

The fund shows a Beta (market volatility) of 0.0364, 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, Federated Mdt returns are expected to increase less than the market. However, during the bear market, the loss on holding Federated Mdt will be expected to be smaller as well. Even though it is essential to pay attention to Federated Mdt All 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 Mdt All exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
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Federated Performance
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Over the last 90 days Federated Mdt All has generated negative risk-adjusted returns adding no value to fund investors. In spite of weak performance in the last few months, the Fund's fundamental indicators remain fairly strong which may send shares a bit higher in July 2022. The current disturbance may also be a sign of long term up-swing for the fund investors.
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Federated Price Channel

Fifty Two Week Low30.67
Fifty Two Week High46.44

Federated Mdt Relative Risk vs. Return Landscape

If you would invest  3,789  in Federated Mdt All on March 27, 2022 and sell it today you would lose (495.00)  from holding Federated Mdt All or give up 13.06% of portfolio value over 90 days. Federated Mdt All is currently producing negative expected returns and takes up 1.874% volatility of returns over 90 trading days. Put another way, 16% 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 Mdt is expected to under-perform the market. In addition to that, the company is 1.29 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.

Federated Mdt Current Valuation

Overvalued
Today 31.46
Please note that Federated Mdt's price fluctuation is very steady at this time.
Federated Mdt All shows a prevailing Real Value of $29.6 per share. The current price of the fund is $31.46. At this time, the entity appears to be overvalued. We determine the value of Federated Mdt All 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 Mdt All 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 Mdt. Since Federated Mdt is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Federated Mutual Fund. However, Federated Mdt'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.
29.60
Real Value
31.47
Upside
Estimating the potential upside or downside of Federated Mdt All 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 Mdt more accurately as focusing exclusively on Federated Mdt's fundamentals will not take into account other important factors:
Hype
Prediction
LowEstimated ValueHigh
29.5931.4633.33
Details

Federated Mdt Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Federated Mdt All, and traders can use it to determine the average amount a Federated Mdt'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 = -0.1111

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Estimated Market Risk
 1.87
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 -0.21
  actual daily
 
 0 %
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Risk-Adjusted Return
 -0.11
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 0 %
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Based on monthly moving average Federated Mdt 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 Mdt by adding it to a well-diversified portfolio.

About Federated Mdt Performance

To evaluate Federated Mdt All 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 Mdt 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 Mdt All 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 invests primarily in the common stock of U.S. companies. Federated Mdt is traded on NASDAQ Exchange in the United States.

Things to note about Federated Mdt All

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

Federated Mdt Alerts

Equity Alerts and Improvement Suggestions

Federated Mdt All generated a negative expected return over the last 90 days
The fund maintains 98.07% of its assets in stocks
Please see Your Equity Center. Note that the Federated Mdt All information on this page should be used as a complementary analysis to other Federated Mdt'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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

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Please note, there is a significant difference between Federated Mdt's value and its price as these two are different measures arrived at by different means. Investors typically determine Federated Mdt value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Mdt'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.