Deutsche Small Cap Fund Manager Performance Evaluation
| SSDGX Fund | USD 31.19 0.00 0.00% |
The fund shows a Beta (market volatility) of -0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deutsche Small are expected to decrease at a much lower rate. During the bear market, Deutsche Small is likely to outperform the market.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Small Cap are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak technical and fundamental indicators, Deutsche Small may actually be approaching a critical reversion point that can send shares even higher in May 2024.
...more| Expense Ratio | 1.5100 |
Deutsche |
Deutsche Small Relative Risk vs. Return Landscape
If you would invest 2,961 in Deutsche Small Cap on January 26, 2024 and sell it today you would earn a total of 158.00 from holding Deutsche Small Cap or generate 5.34% return on investment over 90 days. Deutsche Small Cap is currently producing 0.1164% returns and takes up 1.0814% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Deutsche, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Deutsche Small Current Valuation
Overvalued
Today
Please note that Deutsche Small's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Deutsche Small Cap shows a prevailing Real Value of $28.47 per share. The current price of the fund is $31.19. We determine the value of Deutsche Small Cap from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will submerge.
Our valuation method for Deutsche Small Cap is useful when determining the fair value of the Deutsche mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Deutsche Small. Since Deutsche Small is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Deutsche Mutual Fund. However, Deutsche Small'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 31.19 | Real 28.47 | Hype 31.16 | Naive 31.33 |
The real value of Deutsche Mutual Fund, also known as its intrinsic value, is the underlying worth of Deutsche Small Cap Mutual Fund, which is reflected in its stock price. It is based on Deutsche Small's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Deutsche Small'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 Deutsche Small'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 Deutsche Small Cap helps investors to forecast how Deutsche 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 Deutsche Small more accurately as focusing exclusively on Deutsche Small's fundamentals will not take into account other important factors: Deutsche Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Small's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Deutsche Small Cap, and traders can use it to determine the average amount a Deutsche Small'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 = 0.1076
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SSDGX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Deutsche Small 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 Deutsche Small by adding it to a well-diversified portfolio.
Deutsche Small Fundamentals Growth
Deutsche Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Deutsche Small, and Deutsche Small 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 Deutsche Mutual Fund performance.
| Price To Earning | 19.09 X | |||
| Price To Book | 2.41 X | |||
| Price To Sales | 0.83 X | |||
| Total Asset | 413.92 M | |||
About Deutsche Small Performance
To evaluate Deutsche Small Cap 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 Deutsche Small 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 Deutsche 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 Deutsche Small Cap market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Deutsche'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 invests at least 80 percent of its assets, determined at the time of purchase, in stocks and other securities with equity characteristics of U.S. smaller capitalization companies. The fund may invest up to 20 percent of its assets in the stocks of non-U.S. companies, including those in emerging markets, and large capitalization stocks.Things to note about Deutsche Small Cap performance evaluation
Checking the ongoing alerts about Deutsche Small for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Deutsche Small Cap help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Deutsche Small Cap is not yet fully synchronised with the market data | |
| Latest headline from news.google.com: US Treasury 3 Month Bill ETF declares monthly distribution of 0.2186 - Seeking Alpha | |
| The fund generated three year return of -1.0% | |
| Deutsche Small Cap maintains 96.47% of its assets in stocks |
- Analyzing Deutsche Small'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 Deutsche Small's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Small'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 Deutsche Small's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Small's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Small's mutual fund. These opinions can provide insight into Deutsche Small's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios. 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 price. Note that the Deutsche Small Cap information on this page should be used as a complementary analysis to other Deutsche Small'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 the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.