STADION Mutual Fund Manager Performance Evaluation

Mutual Funds . USA . 
Fund . STADION TACTICAL DEFENSIVE
ETFRX Fund  USD 15.32  0.02  0.13%   
The entity owns a Beta (Systematic Risk) of 0.4637, which indicates possible diversification benefits within a given portfolio. Let's try to break down what STADION's beta means in this case. As returns on the market increase, STADION TACTICAL returns are expected to increase less than the market. However, during the bear market, the loss on holding STADION TACTICAL will be expected to be smaller as well. Even though it is essential to pay attention to STADION TACTICAL DEF existing price patterns, it is always good to be careful when utilizing equity price patterns. Our philosophy in measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. STADION TACTICAL exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  

STADION Performance

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Over the last 90 days STADION TACTICAL DEFENSIVE has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, STADION TACTICAL 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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Fifty Two Week Low15.41
Fifty Two Week High17.24

STADION TACTICAL Relative Risk vs. Return Landscape

If you would invest  1,574  in STADION TACTICAL DEFENSIVE on December 26, 2022 and sell it today you would lose (42.00)  from holding STADION TACTICAL DEFENSIVE or give up 2.67% of portfolio value over 90 days. STADION TACTICAL DEFENSIVE is currently producing negative expected returns and takes up 0.6205% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than STADION, 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 STADION TACTICAL is expected to generate 0.65 times more return on investment than the market. However, the company is 1.53 times less risky than the market. It trades about -0.07 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.05 per unit of risk.

STADION TACTICAL Current Valuation

Fairly Valued
Today 15.32
Please note that STADION TACTICAL's price fluctuation is very steady at this time.
STADION TACTICAL DEF owns a latest Real Value of $15.42 per share. The recent price of the fund is $15.32. At this time, the fund appears to be fairly valued. We determine the value of STADION TACTICAL DEF from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point future time, mutual fund prices and their ongoing real values will merge together.
Our valuation method for STADION TACTICAL DEFENSIVE is useful when determining the fair value of the STADION mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of STADION TACTICAL. Since STADION TACTICAL is currently traded on the exchange, buyers and sellers on that exchange determine the market value of STADION Mutual Fund. However, STADION TACTICAL'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.
15.42
Real Value
16.04
Upside
Estimating the potential upside or downside of STADION TACTICAL DEFENSIVE helps investors to forecast how STADION 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 STADION TACTICAL more accurately as focusing exclusively on STADION TACTICAL's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.1615.2815.39
Details
Hype
Prediction
LowEstimated ValueHigh
14.7015.3215.94
Details
Naive
Forecast
LowNext ValueHigh
14.8315.4516.07
Details

STADION TACTICAL Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for STADION TACTICAL's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as STADION TACTICAL DEFENSIVE, and traders can use it to determine the average amount a STADION TACTICAL'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 = -0.0672

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsETFRX

Estimated Market Risk

 0.62
  actual daily
 5 
95% of assets are more volatile
55

Expected Return

 -0.04
  actual daily
 0 
Most of other assets have higher returns
00

Risk-Adjusted Return

 -0.07
  actual daily
 0 
Most of other assets perform better
00
Based on monthly moving average STADION TACTICAL is performing at about 0% 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 STADION TACTICAL by adding it to a well-diversified portfolio.

STADION TACTICAL Fundamentals Growth

STADION Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of STADION TACTICAL, and STADION TACTICAL 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 STADION Mutual Fund performance.
Price to Earning19.01 X
Price to Book2.22 X
Price to Sales1.39 X
Total Asset70.76 M
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