Federated Hermes Mdt Fund Manager Performance Evaluation
| QAMNX Fund | USD 18.42 0.03 0.16% |
The fund shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Hermes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Hermes is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Federated Hermes Mdt are ranked lower than 5 (%) of all funds and portfolios of funds over the last 90 days. 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 Hermes Relative Risk vs. Return Landscape
If you would invest 1,806 in Federated Hermes Mdt on February 19, 2024 and sell it today you would earn a total of 36.00 from holding Federated Hermes Mdt or generate 1.99% return on investment over 90 days. Federated Hermes Mdt is currently producing 0.0318% returns and takes up 0.434% 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. Expected Return |
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Federated Hermes Current Valuation
Fairly Valued
Today
Please note that Federated Hermes' price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Federated Hermes Mdt shows a prevailing Real Value of $18.45 per share. The current price of the fund is $18.42. 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 mutual funds and dropping overvalued mutual funds since, at some point, mutual fund 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. | Historical | Market 18.42 | Real 18.45 | Hype 18.42 |
The real value of Federated Mutual Fund, also known as its intrinsic value, is the underlying worth of Federated Hermes Mdt Mutual Fund, which is reflected in its stock price. It is based on Federated Hermes' financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Federated Hermes' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Federated Hermes' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
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: 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 = 0.0732
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Estimated Market Risk
| 0.43 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Federated Hermes is performing at about 5% 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.
Federated Hermes Fundamentals Growth
Federated Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Federated Hermes, and Federated Hermes fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Federated Mutual Fund performance.
| Total Asset | 115.54 M | |||
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 market performance in a much more refined way. 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. The Adviser will attempt to realize investment gains on both the long and short sides of its investment strategies through stock selection.Things to note about Federated Hermes Mdt performance evaluation
Checking the ongoing alerts about Federated Hermes for important developments is a great way to find new opportunities for your next move. Mutual Fund 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.| The fund maintains about 98.74% of its assets in cash |
- Analyzing Federated Hermes' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Federated Hermes' stock is overvalued or undervalued compared to its peers.
- Examining Federated Hermes' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Federated Hermes' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Federated Hermes' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Federated Hermes' mutual fund. These opinions can provide insight into Federated Hermes' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Federated Hermes Mdt. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.