Eaton Vance Risk Fund Manager Performance Evaluation
| ETJ Fund | USD 9.26 0.07 0.76% |
The fund shows a Beta (market volatility) of 0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eaton Vance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eaton Vance is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Eaton Vance Risk are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. Even with relatively steady basic indicators, Eaton Vance is not utilizing all of its potentials. The newest stock price chaos, may contribute to medium-term losses for the stakeholders.
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| Expense Ratio | 1.1100 |
Eaton |
Eaton Vance Relative Risk vs. Return Landscape
If you would invest 886.00 in Eaton Vance Risk on August 21, 2024 and sell it today you would earn a total of 40.00 from holding Eaton Vance Risk or generate 4.51% return on investment over 90 days. Eaton Vance Risk is generating 0.071% of daily returns assuming volatility of 0.6305% on return distribution over 90 days investment horizon. In other words, 5% of funds are less volatile than Eaton, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Eaton Vance Current Valuation
Fairly Valued
Today
Please note that Eaton Vance's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Eaton Vance Risk shows a prevailing Real Value of $9.22 per share. The current price of the fund is $9.26. We determine the value of Eaton Vance Risk from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued funds and dropping overvalued funds since, at some point, fund prices and their ongoing real values will submerge.
Eaton Vance's intrinsic value may or may not be the same as its current market price of 9.26, 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 9.26 | Real 9.22 | Hype 9.26 | Naive 9.32 |
The intrinsic value of Eaton Vance's stock can be calculated using various methods such as discounted cash flow or dividend analysis. That value may differ from its market price, which is determined by factors such as investor sentiment, market trends, headlines, and other external factors that may influence Eaton Vance's stock price.
Estimating the potential upside or downside of Eaton Vance Risk helps investors to forecast how Eaton 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 Eaton Vance more accurately as focusing exclusively on Eaton Vance's fundamentals will not take into account other important factors: Eaton Vance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eaton Vance's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Eaton Vance Risk, and traders can use it to determine the average amount a Eaton Vance'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 = 0.1126
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Eaton Vance is performing at about 8% 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 Eaton Vance by adding it to a well-diversified portfolio.
Eaton Vance Fundamentals Growth
Eaton Fund prices reflect investors' perceptions of the future prospects and financial health of Eaton Vance, and Eaton Vance 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 Eaton Fund performance.
| Shares Outstanding | 64.07 M | ||||
| Price To Earning | 7.12 X | ||||
| Earnings Per Share | 1.20 X | ||||
| Total Asset | 1.27 B | ||||
| Retained Earnings | (203.36 M) | ||||
About Eaton Vance Performance
By evaluating Eaton Vance's fundamental ratios, stakeholders can gain valuable insights into Eaton Vance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Eaton Vance has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Eaton Vance has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Eaton Vance Risk-Managed Diversified Equity Income Fund is a closed ended equity mutual fund launched and managed by Eaton Vance Management. The fund invests in the public equity markets of the United States. It primarily invests in common stocks and purchases out-of-the-money, short-dated SP 500 index put options and sells out-of-the-money SP 500 Index call options of the same term as the put options with roll dates that are staggered across the options portfolio. The fund invests in stocks of companies operating across diversified sectors. It benchmarks the performance of its portfolio against the SP 500 Index and the Barclays U.S. Aggregate Bond Index. Eaton Vance Risk-Managed Diversified Equity Income Fund was formed on July 31, 2007 and is domiciled in the United States.Things to note about Eaton Vance Risk performance evaluation
Checking the ongoing alerts about Eaton Vance for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Eaton Vance Risk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Eaton Vance's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Eaton Vance's fund performance include:- Analyzing Eaton Vance's 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 Eaton Vance's stock is overvalued or undervalued compared to its peers.
- Examining Eaton Vance's 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 Eaton Vance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Eaton Vance's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Eaton Vance's fund. These opinions can provide insight into Eaton Vance's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Eaton Fund
Eaton Vance financial ratios help investors to determine whether Eaton Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Eaton with respect to the benefits of owning Eaton Vance security.
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