Federated Mutual Fund Manager Performance Evaluation

FGFIX -  USA Fund  

USD 9.87  0.01  0.10%

The fund shows a Beta (market volatility) of 0.013, which means not very significant fluctuations relative to the market. Let's try to break down what Federated's beta means in this case. As returns on the market increase, Federated Mortgage returns are expected to increase less than the market. However, during the bear market, the loss on holding Federated Mortgage will be expected to be smaller as well. Even though it is essential to pay attention to Federated Mortgage historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. Federated Mortgage exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Federated Mutual Fund Performance 

 
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Federated Performance
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Over the last 90 days Federated Mortgage has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Federated Mortgage is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low9.74
Fifty Two Week High10.10
Annual Report Expense Ratio0.35%

Federated Mortgage Relative Risk vs. Return Landscape

If you would invest  994.00  in Federated Mortgage on September 5, 2021 and sell it today you would lose (8.00)  from holding Federated Mortgage or give up 0.8% of portfolio value over 90 days. Federated Mortgage is currently producing negative expected returns and takes up 0.2254% volatility of returns over 90 trading days. Put another way, 1% 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.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Federated Mortgage is expected to generate 0.27 times more return on investment than the market. However, the company is 3.69 times less risky than the market. It trades about -0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Federated Mortgage Current Valuation

Fairly Valued
Today
9.87
4th of December 2021
Share
Please note that Federated Mortgage's price fluctuation is very steady at this time.
Federated Mortgage shows a prevailing Real Value of $9.87 per share. The current price of the fund is $9.87. At this time, the entity appears to be fairly valued. We determine the value of Federated Mortgage from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued instruments and dropping overvalued instruments since, at some point, stock prices and their ongoing real values will submerge.
Our valuation method for Federated Mortgage 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 Mortgage. Since Federated Mortgage is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Federated Mutual Fund. However, Federated Mortgage'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.
9.87
Real Value
10.10
Upside
Estimating the potential upside or downside of Federated Mortgage 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 Mortgage more accurately as focusing exclusively on Federated Mortgage's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.789.859.92
Details
Hype
Prediction
LowEstimated ValueHigh
9.649.8710.10
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.150.150.15
Details

Federated Mortgage Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Federated Mortgage, and traders can use it to determine the average amount a Federated Mortgage'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 = -0.0558

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Negative ReturnsFGFIX
Estimated Market Risk
 0.23
  actual daily
 
 1 %
of total potential
 
11
Expected Return
 -0.01
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.06
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 0 %
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00
Based on monthly moving average Federated Mortgage 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 Federated Mortgage by adding it to a well-diversified portfolio.

About Federated Mortgage Performance

To evaluate Federated Mortgage 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 Mortgage 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 Mortgage stock market performance in a much more refined way. At Macroaxis, we take it even further. 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 will invest in MBS that are issued or guaranteed by U.S. government agencies or U.S. government-sponsored enterprises . Federated Mortgage is traded on NASDAQ Exchange in the United States.

Things to note about Federated Mortgage

Checking the ongoing alerts about Federated Mortgage for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Federated Mortgage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Federated Mortgage Alerts

Equity Alerts and Improvement Suggestions

Federated Mortgage generated a negative expected return over the last 90 days
Federated Mortgage is unlikely to experience financial distress in the next 2 years
The fund retains about 11.55% of its assets under management (AUM) in cash
Please check Investing Opportunities. Note that the Federated Mortgage information on this page should be used as a complementary analysis to other Federated Mortgage's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for Federated Mutual Fund analysis

When running Federated Mortgage price analysis, check to measure Federated Mortgage's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Federated Mortgage is operating at the current time. Most of Federated Mortgage's value examination focuses on studying past and present price action to predict the probability of Federated Mortgage's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Federated Mortgage's price. Additionally, you may evaluate how the addition of Federated Mortgage to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Federated Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine Federated Mortgage value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Mortgage's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.