Glenmede International Secured Fund Manager Performance Evaluation
| NOVIX Fund | USD 5.26 0.01 0.19% |
The fund retains a Market Volatility (i.e., Beta) of 0.0741, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Glenmede International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Glenmede International is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Glenmede International Secured are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Glenmede International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.6600 |
Glenmede |
Glenmede International Relative Risk vs. Return Landscape
If you would invest 507.00 in Glenmede International Secured on January 25, 2024 and sell it today you would earn a total of 19.00 from holding Glenmede International Secured or generate 3.75% return on investment over 90 days. Glenmede International Secured is currently producing 0.0589% returns and takes up 0.3107% volatility of returns over 90 trading days. Put another way, 2% of traded mutual funds are less volatile than Glenmede, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Glenmede International Current Valuation
Overvalued
Today
Please note that Glenmede International's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Glenmede International retains a regular Real Value of $4.8 per share. The prevalent price of the fund is $5.26. We determine the value of Glenmede International from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Our valuation method for Glenmede International Secured is useful when determining the fair value of the Glenmede mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Glenmede International. Since Glenmede International is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Glenmede Mutual Fund. However, Glenmede International'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. | Historical | Market 5.26 | Real 4.8 | Hype 5.23 | Naive 5.18 |
The real value of Glenmede Mutual Fund, also known as its intrinsic value, is the underlying worth of Glenmede International Mutual Fund, which is reflected in its stock price. It is based on Glenmede International's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Glenmede International's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Glenmede International's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Glenmede International Secured helps investors to forecast how Glenmede 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 Glenmede International more accurately as focusing exclusively on Glenmede International's fundamentals will not take into account other important factors: Glenmede International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glenmede International's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Glenmede International Secured, and traders can use it to determine the average amount a Glenmede International'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 = 0.1895
| Best Portfolio | Best Equity | |||
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| Cash | NOVIX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Glenmede International is performing at about 14% 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 Glenmede International by adding it to a well-diversified portfolio.
Glenmede International Fundamentals Growth
Glenmede Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Glenmede International, and Glenmede International 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 Glenmede Mutual Fund performance.
| Price To Earning | 14.17 X | |||
| Price To Book | 1.40 X | |||
| Price To Sales | 0.89 X | |||
| Total Asset | 17.11 M | |||
About Glenmede International Performance
To evaluate Glenmede International 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 Glenmede International 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 Glenmede 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 Glenmede International market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Glenmede'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.Under normal market circumstances, the Portfolio uses option writing strategies in an effort to obtain option premiums and reduce risk. At least 80 percent of the value of the funds net assets will be subject to secured option strategies, which are written covered call andor secured put options.Things to note about Glenmede International performance evaluation
Checking the ongoing alerts about Glenmede International for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Glenmede International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 15.49% of its assets in cash |
- Analyzing Glenmede International'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 Glenmede International's stock is overvalued or undervalued compared to its peers.
- Examining Glenmede International'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 Glenmede International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Glenmede International's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Glenmede International's mutual fund. These opinions can provide insight into Glenmede International's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Glenmede International Secured. 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 gross domestic product. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.