Evaluator Moderate Rms Fund Price on March 21, 2023
| EVFMX Fund | USD 10.28 0.07 0.69% |
Below is the normalized historical share price chart for Evaluator Moderate Rms extending back to June 09, 2016. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Evaluator Moderate stands at 10.28, as last reported on the 5th of May, with the highest price reaching 10.28 and the lowest price hitting 10.28 during the day.
If you're considering investing in Evaluator Mutual Fund, it is important to understand the factors that can impact its price. We consider Evaluator Moderate very steady. Evaluator Moderate Rms secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Evaluator Moderate Rms, which you can use to evaluate the volatility of the entity. Please confirm Evaluator Moderate's Downside Deviation of 0.6093, semi deviation of 0.447, and Mean Deviation of 0.3704 to check if the risk estimate we provide is consistent with the expected return of 0.0522%.
Evaluator Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Evaluator |
Sharpe Ratio = 0.1075
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| Cash | EVFMX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Evaluator Moderate 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 Evaluator Moderate by adding it to a well-diversified portfolio.
Evaluator Moderate Valuation on March 21, 2023
It is possible to determine the worth of Evaluator Moderate on a given historical date. On March 21, 2023 Evaluator was worth 9.3 at the beginning of the trading date compared to the closed value of 9.25. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Evaluator Moderate mutual fund. Still, in general, we apply an absolute valuation method to find Evaluator Moderate's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Evaluator Moderate where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Evaluator Moderate's related companies.
| Open | High | Low | Close | Volume | |
| 9.23 | 9.23 | 9.18 | 9.18 | 1.00 | |
03/21/2023 | 9.30 | 9.30 | 9.25 | 9.25 | 1.00 |
| 9.24 | 9.24 | 9.19 | 9.19 | 1.00 |
| Backtest Evaluator Moderate | | | Evaluator Moderate History | | | Evaluator Moderate Valuation | Previous | Next |
Evaluator Moderate Trading Date Momentum on March 21, 2023
| On March 22 2023 Evaluator Moderate Rms was traded for 9.19 at the closing time. The highest daily price throughout the period was 9.24 and the lowest price was 9.19 . There was no trading activity during the period 1.0. Lack of trading volume on 03/22/2023 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.65% . The overall trading delta to current closing price is 2.38% . |
Evaluator Moderate Rms Fundamentals Correlations and Trends
By evaluating Evaluator Moderate's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Evaluator Moderate's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Evaluator financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Evaluator Moderate Mutual Fund history
Evaluator Moderate investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Evaluator is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Evaluator Moderate Rms will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Evaluator Moderate stock prices may prove useful in developing a viable investing in Evaluator Moderate
The fund seeks to achieve its objective by investing in the securities of other unaffiliated investment companies, including open-end funds, ETFs and closed-end funds. It will allocate 30-50 percent of its assets into a variety of underlying funds that focus on investments in fixed income securities that possess varying qualities of credit and duration and in underlying funds that invest in equity securities that have the potential of providing dividends and growth on an annual basis.
Evaluator Moderate Mutual Fund Technical Analysis
Evaluator Moderate technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Evaluator Moderate Period Price Range
Low | March 21, 2023
| High |
9.30 | 9.25 |
Evaluator Moderate May 5, 2024 Market Strength
Market strength indicators help investors to evaluate how Evaluator Moderate mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Evaluator Moderate shares will generate the highest return on investment. By undertsting and applying Evaluator Moderate mutual fund market strength indicators, traders can identify Evaluator Moderate Rms entry and exit signals to maximize returns
Evaluator Moderate Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Evaluator Moderate's price direction in advance. Along with the technical and fundamental analysis of Evaluator Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Evaluator to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0661 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0645 |
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Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Evaluator Moderate Rms. 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 population. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.