Fzdaqx Fund Manager Performance Evaluation
| FZDAQX Fund | 9.55 0.01 0.10% |
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, Fzdaqx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fzdaqx is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fzdaqx has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, Fzdaqx is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFzdaqx |
Fzdaqx Relative Risk vs. Return Landscape
If you would invest 967.00 in Fzdaqx on January 14, 2025 and sell it today you would lose (12.00) from holding Fzdaqx or give up 1.24% of portfolio value over 90 days. Fzdaqx is producing return of less than zero assuming 0.3156% volatility of returns over the 90 days investment horizon. Simply put, 2% of all funds have less volatile historical return distribution than Fzdaqx, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fzdaqx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fzdaqx's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fzdaqx, and traders can use it to determine the average amount a Fzdaqx'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 = -0.0612
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FZDAQX |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fzdaqx is not performing at its full potential. However, 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 Fzdaqx by adding Fzdaqx to a well-diversified portfolio.
About Fzdaqx Performance
Evaluating Fzdaqx's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Fzdaqx 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 Fzdaqx 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.
Fzdaqx is entity of United States. It is traded as Fund on NMFQS exchange.Things to note about Fzdaqx performance evaluation
Checking the ongoing alerts about Fzdaqx for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fzdaqx help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fzdaqx generated a negative expected return over the last 90 days |
- Analyzing Fzdaqx'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 Fzdaqx's stock is overvalued or undervalued compared to its peers.
- Examining Fzdaqx'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 Fzdaqx's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fzdaqx's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fzdaqx's fund. These opinions can provide insight into Fzdaqx's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fzdaqx Fund
Fzdaqx financial ratios help investors to determine whether Fzdaqx 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 Fzdaqx with respect to the benefits of owning Fzdaqx security.
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