Federated Mutual Fund Manager Performance Evaluation

QASCX
 Fund
  

USD 19.21  0.34  1.80%   

The fund shows a Beta (market volatility) of 1.2424, which means a somewhat significant risk relative to the market. Let's try to break down what Federated's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Federated Mdt will likely underperform. Although it is important to respect Federated Mdt Small historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards predicting 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 reviewing Federated Mdt Small technical indicators, you can presently evaluate if the expected return of 0.078% will be sustainable into the future.
  
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Federated Performance
3 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Federated Mdt Small are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong fundamental indicators, Federated Mdt 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 Low18.46
Fifty Two Week High30.99

Federated Mdt Relative Risk vs. Return Landscape

If you would invest  1,383  in Federated Mdt Small on April 4, 2022 and sell it today you would earn a total of  538.00  from holding Federated Mdt Small or generate 38.9% return on investment over 90 days. Federated Mdt Small is currently producing 0.078% returns and takes up 1.5565% volatility of returns over 90 trading days. Put another way, 13% 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 generate 1.57 times more return on investment than the market. However, the company is 1.57 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Federated Mdt Current Valuation

Undervalued
Today 19.21
Please note that Federated Mdt's price fluctuation is very steady at this time.
Federated Mdt Small shows a prevailing Real Value of $19.6 per share. The current price of the fund is $19.21. At this time, the entity appears to be undervalued. We determine the value of Federated Mdt Small 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 Small 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.
19.60
Real Value
21.73
Upside
Estimating the potential upside or downside of Federated Mdt Small 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:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.8119.1519.50
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Hype
Prediction
LowEstimated ValueHigh
17.0819.2121.34
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.0166360.0166670.016697
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 Small, 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 = 0.0501

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Estimated Market Risk
 1.56
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
 
33
Based on monthly moving average Federated Mdt is performing at about 3% 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 Small 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 Small 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 small U.S. companies. Federated Mdt is traded on NASDAQ Exchange in the United States.

Things to note about Federated Mdt Small

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 Small 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

The fund generated three year return of -1.0%
Federated Mdt Small maintains 98.35% of its assets in stocks
Please see Your Equity Center. Note that the Federated Mdt Small 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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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.